******************************************************************************** Trades report produced on 31/05/2024 21:36 from 30/05/2024 21:36 to 31/05/2024 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 12783 CAD caleb_strategy_v3 [20240600] 2024-05-31 14:01:11 [-1] 0.733750 12799 CAD caleb_strategy_v3 [20240600] 2024-05-31 14:02:59 [-1] 0.733850 12791 CAD caleb_strategy_v3 [20240600] 2024-05-31 14:02:07 [-1] 0.733700 12787 CHF caleb_strategy_v3 [20240600] 2024-05-31 14:02:02 [-1] 1.110600 12810 CHF caleb_strategy_v3 [20240600] 2024-05-31 14:06:13 [-1] 1.111350 12803 CHF caleb_strategy_v3 [20240600] 2024-05-31 14:05:12 [-1] 1.110850 12795 CHF caleb_strategy_v3 [20240600] 2024-05-31 14:02:57 [-1] 1.111000 12779 CHF caleb_strategy_v3 [20240600] 2024-05-31 14:00:37 [-1] 1.110500 12775 COPPER caleb_strategy_v3 [20240700] 2024-05-31 13:01:44 [1] 4.665000 12777 COPPER caleb_strategy_v3 [20240700] 2024-05-31 13:02:20 [1] 4.668000 12769 COPPER caleb_strategy_v3 [20240700] 2024-05-31 13:00:42 [1] 4.664500 12865 CORN caleb_strategy_v3 [20241200] 2024-05-31 14:32:08 [-1] 470.750000 12870 CORN caleb_strategy_v3 [20241200] 2024-05-31 14:33:09 [-1] 471.000000 12880 CORN caleb_strategy_v3 [20241200] 2024-05-31 14:35:16 [-1] 471.500000 12885 CORN caleb_strategy_v3 [20241200] 2024-05-31 14:36:27 [-1] 471.250000 12889 CORN caleb_strategy_v3 [20241200] 2024-05-31 14:37:59 [-1] 471.250000 12875 CORN caleb_strategy_v3 [20241200] 2024-05-31 14:34:12 [-1] 471.500000 12858 CORN caleb_strategy_v3 [20241200] 2024-05-31 14:31:26 [-1] 470.750000 12892 CORN caleb_strategy_v3 [20241200] 2024-05-31 14:38:59 [-1] 471.250000 12765 CRUDE_W caleb_strategy_v3 [20241200] 2024-05-31 13:00:30 [1] 76.330000 12739 DAX caleb_strategy_v3 [20240600] 2024-05-31 07:00:29 [1] 18530.000000 12754 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-31 08:05:28 [-1] 97.215000 12761 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-31 08:12:54 [-1] 97.210000 12760 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-31 08:11:54 [-1] 97.205000 12755 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-31 08:07:36 [-1] 97.210000 12758 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-31 08:09:53 [-1] 97.215000 12757 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-31 08:09:20 [-1] 97.210000 12756 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-31 08:08:51 [-1] 97.215000 12759 EURIBOR-ICE caleb_strategy_v3 [20260600] 2024-05-31 08:10:54 [-1] 97.210000 12745 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:06:27 [1] 4993.000000 12738 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:00:27 [1] 4996.000000 12740 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:01:27 [1] 4993.000000 12741 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:02:26 [1] 4992.000000 12742 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:03:27 [1] 4993.000000 12743 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:04:27 [1] 4991.000000 12744 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:05:30 [1] 4992.000000 12746 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:07:41 [1] 4994.000000 12753 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:14:53 [1] 4999.000000 12752 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:13:27 [1] 4998.000000 12748 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:09:27 [1] 4997.000000 12749 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:10:27 [1] 4995.000000 12750 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:11:27 [1] 4996.000000 12751 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:12:58 [1] 4995.000000 12747 EUROSTX caleb_strategy_v3 [20240600] 2024-05-31 07:08:32 [1] 4995.000000 12771 GAS_US_mini caleb_strategy_v3 [20240800] 2024-05-31 13:01:42 [-1] 2.625000 12763 GAS_US_mini caleb_strategy_v3 [20240800] 2024-05-31 13:00:27 [-1] 2.625000 12767 GOLD_micro caleb_strategy_v3 [20240800] 2024-05-31 13:00:35 [-1] 2377.800000 12774 GOLD_micro caleb_strategy_v3 [20240800] 2024-05-31 13:01:44 [-1] 2378.300000 12766 HEATOIL caleb_strategy_v3 [20240900] 2024-05-31 13:00:33 [-1] 2.448400 12773 HEATOIL caleb_strategy_v3 [20240900] 2024-05-31 13:01:43 [-1] 2.444500 12798 JPY caleb_strategy_v3 [20240600] 2024-05-31 14:02:59 [-1] 0.006400 12790 JPY caleb_strategy_v3 [20240600] 2024-05-31 14:02:06 [-1] 0.006399 12813 JPY caleb_strategy_v3 [20240600] 2024-05-31 14:06:54 [-1] 0.006400 12806 JPY caleb_strategy_v3 [20240600] 2024-05-31 14:05:45 [-1] 0.006401 12782 JPY caleb_strategy_v3 [20240600] 2024-05-31 14:01:10 [-1] 0.006398 12867 LEANHOG caleb_strategy_v3 [20240800] 2024-05-31 14:33:06 [-1] 96.025000 12872 LEANHOG caleb_strategy_v3 [20240800] 2024-05-31 14:34:06 [-1] 96.025000 12877 LEANHOG caleb_strategy_v3 [20240800] 2024-05-31 14:35:07 [-1] 96.000000 12882 LEANHOG caleb_strategy_v3 [20240800] 2024-05-31 14:36:07 [-1] 95.975000 12853 LEANHOG caleb_strategy_v3 [20240800] 2024-05-31 14:30:41 [-1] 96.050000 12887 LEANHOG caleb_strategy_v3 [20240800] 2024-05-31 14:37:58 [-1] 96.050000 12861 LEANHOG caleb_strategy_v3 [20240800] 2024-05-31 14:32:06 [-1] 96.025000 12864 LIVECOW caleb_strategy_v3 [20240800] 2024-05-31 14:32:08 [1] 178.675000 12874 LIVECOW caleb_strategy_v3 [20240800] 2024-05-31 14:34:11 [1] 178.650000 12879 LIVECOW caleb_strategy_v3 [20240800] 2024-05-31 14:35:15 [1] 178.450000 12884 LIVECOW caleb_strategy_v3 [20240800] 2024-05-31 14:36:26 [1] 178.500000 12857 LIVECOW caleb_strategy_v3 [20240800] 2024-05-31 14:31:00 [1] 178.575000 12869 LIVECOW caleb_strategy_v3 [20240800] 2024-05-31 14:33:09 [1] 178.600000 12789 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:02:05 [1] 0.058710 12918 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:56:08 [1] 0.058490 12829 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:14:41 [1] 0.058740 12922 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:59:55 [1] 0.058480 12924 MXP caleb_strategy_v3 [20240600] 2024-05-31 15:02:32 [1] 0.058510 12797 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:02:58 [1] 0.058700 12926 MXP caleb_strategy_v3 [20240600] 2024-05-31 15:03:32 [1] 0.058540 12928 MXP caleb_strategy_v3 [20240600] 2024-05-31 15:04:47 [1] 0.058550 12930 MXP caleb_strategy_v3 [20240600] 2024-05-31 15:06:31 [1] 0.058490 12932 MXP caleb_strategy_v3 [20240600] 2024-05-31 15:07:31 [1] 0.058510 12805 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:05:44 [1] 0.058740 12934 MXP caleb_strategy_v3 [20240600] 2024-05-31 15:08:31 [1] 0.058500 12936 MXP caleb_strategy_v3 [20240600] 2024-05-31 15:09:32 [1] 0.058520 12812 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:06:52 [1] 0.058760 12817 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:08:21 [1] 0.058780 12920 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:58:49 [1] 0.058490 12781 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:01:08 [1] 0.058670 12910 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:50:56 [1] 0.058540 12836 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:17:34 [1] 0.058750 12912 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:52:26 [1] 0.058520 12821 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:13:13 [1] 0.058770 12914 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:53:26 [1] 0.058500 12916 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:55:14 [1] 0.058500 12908 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:49:56 [1] 0.058600 12906 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:48:25 [1] 0.058610 12904 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:47:25 [1] 0.058600 12902 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:46:25 [1] 0.058620 12900 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:45:25 [1] 0.058630 12898 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:44:25 [1] 0.058620 12896 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:43:24 [1] 0.058640 12894 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:39:59 [1] 0.058660 12891 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:38:58 [1] 0.058650 12888 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:37:58 [1] 0.058670 12883 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:36:14 [1] 0.058630 12878 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:35:07 [1] 0.058620 12873 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:34:07 [1] 0.058600 12868 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:33:07 [1] 0.058610 12863 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:32:07 [1] 0.058630 12856 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:30:44 [1] 0.058650 12851 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:29:39 [1] 0.058680 12849 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:28:31 [1] 0.058700 12847 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:27:31 [1] 0.058720 12845 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:26:11 [1] 0.058720 12843 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:24:29 [1] 0.058730 12841 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:23:28 [1] 0.058750 12839 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:18:25 [1] 0.058760 12833 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:16:14 [1] 0.058770 12825 MXP caleb_strategy_v3 [20240600] 2024-05-31 14:14:31 [1] 0.058750 12736 NIKKEI caleb_strategy_v3 [20240600] 2024-05-31 02:01:20 [-1] 38220.000000 12737 NIKKEI caleb_strategy_v3 [20240600] 2024-05-31 02:02:14 [-1] 38210.000000 12776 OJ caleb_strategy_v3 [20240900] 2024-05-31 13:01:45 [1] 429.250000 12770 OJ caleb_strategy_v3 [20240900] 2024-05-31 13:00:43 [1] 429.150000 12768 PLAT caleb_strategy_v3 [20240700] 2024-05-31 13:00:40 [1] 1056.700000 12859 REDWHEAT caleb_strategy_v3 [20240900] 2024-05-31 14:31:28 [1] 727.000000 12762 ROBUSTA caleb_strategy_v3 [20240900] 2024-05-31 09:00:05 [1] 4200.000000 12807 RUSSELL caleb_strategy_v3 [20240600] 2024-05-31 14:05:45 [-1] 2071.500000 12784 RUSSELL caleb_strategy_v3 [20240600] 2024-05-31 14:01:12 [-1] 2070.300000 12818 RUSSELL caleb_strategy_v3 [20240600] 2024-05-31 14:08:22 [-1] 2071.600000 12822 RUSSELL caleb_strategy_v3 [20240600] 2024-05-31 14:13:14 [-1] 2066.000000 12814 RUSSELL caleb_strategy_v3 [20240600] 2024-05-31 14:06:56 [-1] 2071.600000 12792 RUSSELL caleb_strategy_v3 [20240600] 2024-05-31 14:02:07 [-1] 2071.300000 12826 RUSSELL caleb_strategy_v3 [20240600] 2024-05-31 14:14:31 [-1] 2065.800000 12830 RUSSELL caleb_strategy_v3 [20240600] 2024-05-31 14:14:42 [-1] 2065.300000 12800 RUSSELL caleb_strategy_v3 [20240600] 2024-05-31 14:03:00 [-1] 2071.200000 12854 SOYBEAN caleb_strategy_v3 [20241100] 2024-05-31 14:30:42 [-1] 1193.750000 12855 SOYOIL caleb_strategy_v3 [20240900] 2024-05-31 14:30:44 [-1] 46.250000 12862 SOYOIL caleb_strategy_v3 [20240900] 2024-05-31 14:32:07 [-1] 46.240000 12764 SUGAR11 caleb_strategy_v3 [20241000] 2024-05-31 13:00:29 [-1] 18.320000 12772 SUGAR11 caleb_strategy_v3 [20241000] 2024-05-31 13:01:42 [-1] 18.300000 12786 US10U caleb_strategy_v3 [20240900] 2024-05-31 14:02:01 [-1] 112.218750 12778 US10U caleb_strategy_v3 [20240900] 2024-05-31 14:00:36 [-1] 112.218750 12794 US10U caleb_strategy_v3 [20240900] 2024-05-31 14:02:56 [-1] 112.218750 12809 US10U caleb_strategy_v3 [20240900] 2024-05-31 14:06:12 [-1] 112.250000 12802 US10U caleb_strategy_v3 [20240900] 2024-05-31 14:05:10 [-1] 112.234375 12835 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:17:34 [-1] 105.867188 12832 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:16:14 [-1] 105.867188 12828 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:14:35 [-1] 105.859375 12824 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:14:30 [-1] 105.851563 12820 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:13:10 [-1] 105.867188 12788 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:02:04 [-1] 105.867188 12796 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:02:57 [-1] 105.867188 12780 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:00:59 [-1] 105.867188 12811 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:06:52 [-1] 105.867188 12838 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:18:11 [-1] 105.867188 12804 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:05:44 [-1] 105.875000 12816 US5 caleb_strategy_v3 [20240900] 2024-05-31 14:08:20 [-1] 105.859375 12881 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:35:16 [-1] 15.400000 12903 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:46:31 [-1] 15.400000 12886 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:37:55 [-1] 15.450000 12890 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:38:00 [-1] 15.450000 12893 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:39:00 [-1] 15.400000 12895 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:43:21 [-1] 15.450000 12897 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:43:26 [-1] 15.450000 12899 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:44:26 [-1] 15.450000 12901 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:46:16 [-1] 15.450000 12905 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:47:37 [-1] 15.400000 12915 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:55:01 [-1] 15.400000 12909 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:50:02 [-1] 15.400000 12911 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:52:22 [-1] 15.400000 12785 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:01:39 [-1] 15.300000 12913 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:52:40 [-1] 15.450000 12921 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:58:56 [-1] 15.350000 12917 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:55:17 [-1] 15.450000 12919 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:58:45 [-1] 15.300000 12793 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:02:08 [-1] 15.250000 12923 VIX caleb_strategy_v3 [20240800] 2024-05-31 15:02:15 [-1] 15.400000 12876 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:34:13 [-1] 15.450000 12907 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:49:53 [-1] 15.450000 12871 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:33:10 [-1] 15.400000 12808 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:05:46 [-1] 15.250000 12860 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:32:03 [-1] 15.400000 12801 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:05:07 [-1] 15.200000 12929 VIX caleb_strategy_v3 [20240800] 2024-05-31 15:06:27 [-1] 15.450000 12931 VIX caleb_strategy_v3 [20240800] 2024-05-31 15:06:36 [-1] 15.400000 12933 VIX caleb_strategy_v3 [20240800] 2024-05-31 15:07:44 [-1] 15.450000 12935 VIX caleb_strategy_v3 [20240800] 2024-05-31 15:09:11 [-1] 15.450000 12925 VIX caleb_strategy_v3 [20240800] 2024-05-31 15:02:34 [-1] 15.400000 12937 VIX caleb_strategy_v3 [20240800] 2024-05-31 15:11:56 [-1] 15.450000 12815 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:07:15 [-1] 15.200000 12819 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:12:14 [-1] 15.250000 12823 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:13:14 [-1] 15.250000 12827 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:14:32 [-1] 15.300000 12831 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:16:08 [-1] 15.250000 12834 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:16:15 [-1] 15.250000 12837 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:17:35 [-1] 15.300000 12840 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:23:25 [-1] 15.300000 12842 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:24:02 [-1] 15.350000 12844 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:24:29 [-1] 15.350000 12846 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:27:29 [-1] 15.300000 12848 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:27:32 [-1] 15.350000 12850 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:29:36 [-1] 15.300000 12852 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:29:39 [-1] 15.350000 12866 VIX caleb_strategy_v3 [20240800] 2024-05-31 14:32:09 [-1] 15.350000 12927 VIX caleb_strategy_v3 [20240800] 2024-05-31 15:04:33 [-1] 15.450000 ========================================================================================================================================================= Delays ========================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 12736 NIKKEI caleb_strategy_v3 2024-05-29 2024-05-31 03:01:12.258 2024-05-31 02:01:20 183672.258 NaN 12737 NIKKEI caleb_strategy_v3 2024-05-29 2024-05-31 03:02:12.056 2024-05-31 02:02:14 183732.056 NaN 12739 DAX caleb_strategy_v3 2024-05-30 2024-05-31 08:00:28.490 2024-05-31 07:00:29 115228.49 NaN 12738 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:00:27.054 2024-05-31 07:00:27 115227.054 NaN 12740 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:01:26.954 2024-05-31 07:01:27 115286.954 NaN 12741 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:02:26.809 2024-05-31 07:02:26 115346.809 NaN 12742 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:03:26.978 2024-05-31 07:03:27 115406.978 NaN 12743 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:04:27.006 2024-05-31 07:04:27 115467.006 NaN 12744 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:05:26.971 2024-05-31 07:05:30 115526.971 NaN 12745 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:06:27.028 2024-05-31 07:06:27 115587.028 NaN 12746 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:07:27.045 2024-05-31 07:07:41 115647.045 NaN 12747 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:08:27.055 2024-05-31 07:08:32 115707.055 NaN 12748 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:09:27.072 2024-05-31 07:09:27 115767.072 NaN 12749 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:10:27.087 2024-05-31 07:10:27 115827.087 NaN 12750 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:11:27.125 2024-05-31 07:11:27 115887.125 NaN 12751 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:12:26.978 2024-05-31 07:12:58 115946.978 NaN 12752 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:13:27.158 2024-05-31 07:13:27 116007.158 NaN 12753 EUROSTX caleb_strategy_v3 2024-05-30 2024-05-31 08:14:27.172 2024-05-31 07:14:53 116067.172 NaN 12754 EURIBOR-ICE caleb_strategy_v3 2024-05-30 2024-05-31 09:00:28.154 2024-05-31 08:05:28 118828.154 NaN 12755 EURIBOR-ICE caleb_strategy_v3 2024-05-30 2024-05-31 09:05:30.323 2024-05-31 08:07:36 119130.323 NaN 12756 EURIBOR-ICE caleb_strategy_v3 2024-05-30 2024-05-31 09:07:38.809 2024-05-31 08:08:51 119258.809 NaN 12757 EURIBOR-ICE caleb_strategy_v3 2024-05-30 2024-05-31 09:08:53.222 2024-05-31 08:09:20 119333.222 NaN 12758 EURIBOR-ICE caleb_strategy_v3 2024-05-30 2024-05-31 09:09:53.711 2024-05-31 08:09:53 119393.711 NaN 12759 EURIBOR-ICE caleb_strategy_v3 2024-05-30 2024-05-31 09:10:53.763 2024-05-31 08:10:54 119453.763 NaN 12760 EURIBOR-ICE caleb_strategy_v3 2024-05-30 2024-05-31 09:11:53.807 2024-05-31 08:11:54 119513.807 NaN 12761 EURIBOR-ICE caleb_strategy_v3 2024-05-30 2024-05-31 09:12:54.024 2024-05-31 08:12:54 119574.024 NaN 12762 ROBUSTA caleb_strategy_v3 2024-05-30 2024-05-31 10:00:01.310 2024-05-31 09:00:05 122401.31 NaN 12765 CRUDE_W caleb_strategy_v3 2024-05-30 2024-05-31 14:00:30.182 2024-05-31 13:00:30 136830.182 NaN 12768 PLAT caleb_strategy_v3 2024-05-30 2024-05-31 14:00:36.550 2024-05-31 13:00:40 136836.55 NaN 12763 GAS_US_mini caleb_strategy_v3 2024-05-30 2024-05-31 14:00:19.898 2024-05-31 13:00:27 136819.898 NaN 12771 GAS_US_mini caleb_strategy_v3 2024-05-30 2024-05-31 14:01:19.405 2024-05-31 13:01:42 136879.405 NaN 12772 SUGAR11 caleb_strategy_v3 2024-05-30 2024-05-31 14:01:42.701 2024-05-31 13:01:42 136902.701 NaN 12764 SUGAR11 caleb_strategy_v3 2024-05-30 2024-05-31 14:00:29.190 2024-05-31 13:00:29 136829.19 NaN 12773 HEATOIL caleb_strategy_v3 2024-05-30 2024-05-31 14:01:43.371 2024-05-31 13:01:43 136903.371 NaN 12766 HEATOIL caleb_strategy_v3 2024-05-30 2024-05-31 14:00:31.270 2024-05-31 13:00:33 136831.27 NaN 12774 GOLD_micro caleb_strategy_v3 2024-05-30 2024-05-31 14:01:44.040 2024-05-31 13:01:44 136904.04 NaN 12767 GOLD_micro caleb_strategy_v3 2024-05-30 2024-05-31 14:00:34.654 2024-05-31 13:00:35 136834.654 NaN 12776 OJ caleb_strategy_v3 2024-05-30 2024-05-31 14:01:45.037 2024-05-31 13:01:45 136905.037 NaN 12770 OJ caleb_strategy_v3 2024-05-30 2024-05-31 14:00:43.258 2024-05-31 13:00:43 136843.258 NaN 12769 COPPER caleb_strategy_v3 2024-05-30 2024-05-31 14:00:41.322 2024-05-31 13:00:42 136841.322 NaN 12777 COPPER caleb_strategy_v3 2024-05-30 2024-05-31 14:02:19.978 2024-05-31 13:02:20 136939.978 NaN 12775 COPPER caleb_strategy_v3 2024-05-30 2024-05-31 14:01:44.461 2024-05-31 13:01:44 136904.461 NaN 12791 CAD caleb_strategy_v3 2024-05-30 2024-05-31 15:02:06.603 2024-05-31 14:02:07 140526.603 NaN 12799 CAD caleb_strategy_v3 2024-05-30 2024-05-31 15:02:59.588 2024-05-31 14:02:59 140579.588 NaN 12783 CAD caleb_strategy_v3 2024-05-30 2024-05-31 15:01:11.338 2024-05-31 14:01:11 140471.338 NaN 12802 US10U caleb_strategy_v3 2024-05-30 2024-05-31 15:05:10.342 2024-05-31 14:05:10 140710.342 NaN 12809 US10U caleb_strategy_v3 2024-05-30 2024-05-31 15:06:10.394 2024-05-31 14:06:12 140770.394 NaN 12778 US10U caleb_strategy_v3 2024-05-30 2024-05-31 15:00:22.634 2024-05-31 14:00:36 140422.634 NaN 12786 US10U caleb_strategy_v3 2024-05-30 2024-05-31 15:01:55.710 2024-05-31 14:02:01 140515.71 NaN 12794 US10U caleb_strategy_v3 2024-05-30 2024-05-31 15:02:56.203 2024-05-31 14:02:56 140576.203 NaN 12803 CHF caleb_strategy_v3 2024-05-30 2024-05-31 15:05:10.902 2024-05-31 14:05:12 140710.902 NaN 12810 CHF caleb_strategy_v3 2024-05-30 2024-05-31 15:06:12.542 2024-05-31 14:06:13 140772.542 NaN 12779 CHF caleb_strategy_v3 2024-05-30 2024-05-31 15:00:37.781 2024-05-31 14:00:37 140437.781 NaN 12787 CHF caleb_strategy_v3 2024-05-30 2024-05-31 15:02:01.921 2024-05-31 14:02:02 140521.921 NaN 12795 CHF caleb_strategy_v3 2024-05-30 2024-05-31 15:02:56.804 2024-05-31 14:02:57 140576.804 NaN 12806 JPY caleb_strategy_v3 2024-05-30 2024-05-31 15:05:45.275 2024-05-31 14:05:45 140745.275 NaN 12813 JPY caleb_strategy_v3 2024-05-30 2024-05-31 15:06:53.328 2024-05-31 14:06:54 140813.328 NaN 12782 JPY caleb_strategy_v3 2024-05-30 2024-05-31 15:01:09.246 2024-05-31 14:01:10 140469.246 NaN 12790 JPY caleb_strategy_v3 2024-05-30 2024-05-31 15:02:06.106 2024-05-31 14:02:06 140526.106 NaN 12798 JPY caleb_strategy_v3 2024-05-30 2024-05-31 15:02:58.988 2024-05-31 14:02:59 140578.988 NaN 12800 RUSSELL caleb_strategy_v3 2024-05-30 2024-05-31 15:03:00.201 2024-05-31 14:03:00 140580.201 NaN 12807 RUSSELL caleb_strategy_v3 2024-05-30 2024-05-31 15:05:45.887 2024-05-31 14:05:45 140745.887 NaN 12814 RUSSELL caleb_strategy_v3 2024-05-30 2024-05-31 15:06:55.439 2024-05-31 14:06:56 140815.439 NaN 12784 RUSSELL caleb_strategy_v3 2024-05-30 2024-05-31 15:01:12.518 2024-05-31 14:01:12 140472.518 NaN 12818 RUSSELL caleb_strategy_v3 2024-05-30 2024-05-31 15:08:22.201 2024-05-31 14:08:22 140902.201 NaN 12822 RUSSELL caleb_strategy_v3 2024-05-30 2024-05-31 15:13:13.937 2024-05-31 14:13:14 141193.937 NaN 12792 RUSSELL caleb_strategy_v3 2024-05-30 2024-05-31 15:02:07.526 2024-05-31 14:02:07 140527.526 NaN 12826 RUSSELL caleb_strategy_v3 2024-05-30 2024-05-31 15:14:31.430 2024-05-31 14:14:31 141271.43 NaN 12830 RUSSELL caleb_strategy_v3 2024-05-30 2024-05-31 15:14:41.878 2024-05-31 14:14:42 141281.878 NaN 12832 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:16:11.243 2024-05-31 14:16:14 141371.243 NaN 12835 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:17:11.285 2024-05-31 14:17:34 141431.285 NaN 12804 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:05:12.986 2024-05-31 14:05:44 140712.986 NaN 12838 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:18:11.313 2024-05-31 14:18:11 141491.313 NaN 12811 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:06:13.631 2024-05-31 14:06:52 140773.631 NaN 12780 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:00:38.830 2024-05-31 14:00:59 140438.83 NaN 12816 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:07:18.521 2024-05-31 14:08:20 140838.521 NaN 12788 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:02:02.843 2024-05-31 14:02:04 140522.843 NaN 12820 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:12:17.179 2024-05-31 14:13:10 141137.179 NaN 12824 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:13:17.405 2024-05-31 14:14:30 141197.405 NaN 12796 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:02:57.786 2024-05-31 14:02:57 140577.786 NaN 12828 US5 caleb_strategy_v3 2024-05-30 2024-05-31 15:14:35.071 2024-05-31 14:14:35 141275.071 NaN 12854 SOYBEAN caleb_strategy_v3 2024-05-30 2024-05-31 15:30:41.930 2024-05-31 14:30:42 142241.93 NaN 12859 REDWHEAT caleb_strategy_v3 2024-05-30 2024-05-31 15:31:27.330 2024-05-31 14:31:28 142287.33 NaN 12862 SOYOIL caleb_strategy_v3 2024-05-30 2024-05-31 15:32:06.778 2024-05-31 14:32:07 142326.778 NaN 12855 SOYOIL caleb_strategy_v3 2024-05-30 2024-05-31 15:30:43.140 2024-05-31 14:30:44 142243.14 NaN 12864 LIVECOW caleb_strategy_v3 2024-05-30 2024-05-31 15:32:07.918 2024-05-31 14:32:08 142327.918 NaN 12869 LIVECOW caleb_strategy_v3 2024-05-30 2024-05-31 15:33:07.703 2024-05-31 14:33:09 142387.703 NaN 12874 LIVECOW caleb_strategy_v3 2024-05-30 2024-05-31 15:34:07.590 2024-05-31 14:34:11 142447.59 NaN 12879 LIVECOW caleb_strategy_v3 2024-05-30 2024-05-31 15:35:08.281 2024-05-31 14:35:15 142508.281 NaN 12884 LIVECOW caleb_strategy_v3 2024-05-30 2024-05-31 15:36:15.378 2024-05-31 14:36:26 142575.378 NaN 12857 LIVECOW caleb_strategy_v3 2024-05-30 2024-05-31 15:30:45.314 2024-05-31 14:31:00 142245.314 NaN 12867 LEANHOG caleb_strategy_v3 2024-05-30 2024-05-31 15:33:06.314 2024-05-31 14:33:06 142386.314 NaN 12872 LEANHOG caleb_strategy_v3 2024-05-30 2024-05-31 15:34:06.586 2024-05-31 14:34:06 142446.586 NaN 12877 LEANHOG caleb_strategy_v3 2024-05-30 2024-05-31 15:35:06.943 2024-05-31 14:35:07 142506.943 NaN 12882 LEANHOG caleb_strategy_v3 2024-05-30 2024-05-31 15:36:07.097 2024-05-31 14:36:07 142567.097 NaN 12853 LEANHOG caleb_strategy_v3 2024-05-30 2024-05-31 15:30:39.902 2024-05-31 14:30:41 142239.902 NaN 12887 LEANHOG caleb_strategy_v3 2024-05-30 2024-05-31 15:37:58.267 2024-05-31 14:37:58 142678.267 NaN 12861 LEANHOG caleb_strategy_v3 2024-05-30 2024-05-31 15:32:06.398 2024-05-31 14:32:06 142326.398 NaN 12865 CORN caleb_strategy_v3 2024-05-30 2024-05-31 15:32:08.870 2024-05-31 14:32:08 142328.87 NaN 12870 CORN caleb_strategy_v3 2024-05-30 2024-05-31 15:33:09.823 2024-05-31 14:33:09 142389.823 NaN 12875 CORN caleb_strategy_v3 2024-05-30 2024-05-31 15:34:11.742 2024-05-31 14:34:12 142451.742 NaN 12880 CORN caleb_strategy_v3 2024-05-30 2024-05-31 15:35:16.116 2024-05-31 14:35:16 142516.116 NaN 12885 CORN caleb_strategy_v3 2024-05-30 2024-05-31 15:36:27.563 2024-05-31 14:36:27 142587.563 NaN 12889 CORN caleb_strategy_v3 2024-05-30 2024-05-31 15:37:59.525 2024-05-31 14:37:59 142679.525 NaN 12858 CORN caleb_strategy_v3 2024-05-30 2024-05-31 15:31:01.378 2024-05-31 14:31:26 142261.378 NaN 12892 CORN caleb_strategy_v3 2024-05-30 2024-05-31 15:38:59.468 2024-05-31 14:38:59 142739.468 NaN 12928 MXP caleb_strategy_v3 2024-05-30 2024-05-31 16:04:37.076 2024-05-31 15:04:47 144277.076 NaN 12930 MXP caleb_strategy_v3 2024-05-30 2024-05-31 16:06:31.026 2024-05-31 15:06:31 144391.026 NaN 12932 MXP caleb_strategy_v3 2024-05-30 2024-05-31 16:07:31.542 2024-05-31 15:07:31 144451.542 NaN 12805 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:05:44.612 2024-05-31 14:05:44 140744.612 NaN 12934 MXP caleb_strategy_v3 2024-05-30 2024-05-31 16:08:31.631 2024-05-31 15:08:31 144511.631 NaN 12936 MXP caleb_strategy_v3 2024-05-30 2024-05-31 16:09:32.117 2024-05-31 15:09:32 144572.117 NaN 12812 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:06:52.676 2024-05-31 14:06:52 140812.676 NaN 12817 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:08:21.429 2024-05-31 14:08:21 140901.429 NaN 12821 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:13:10.671 2024-05-31 14:13:13 141190.671 NaN 12825 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:14:31.024 2024-05-31 14:14:31 141271.024 NaN 12829 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:14:35.642 2024-05-31 14:14:41 141275.642 NaN 12833 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:16:14.887 2024-05-31 14:16:14 141374.887 NaN 12836 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:17:34.918 2024-05-31 14:17:34 141454.918 NaN 12839 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:18:12.323 2024-05-31 14:18:25 141492.323 NaN 12841 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:23:28.737 2024-05-31 14:23:28 141808.737 NaN 12843 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:24:29.233 2024-05-31 14:24:29 141869.233 NaN 12845 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:25:29.158 2024-05-31 14:26:11 141929.158 NaN 12847 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:27:31.747 2024-05-31 14:27:31 142051.747 NaN 12849 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:28:31.863 2024-05-31 14:28:31 142111.863 NaN 12851 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:29:39.391 2024-05-31 14:29:39 142179.391 NaN 12856 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:30:44.635 2024-05-31 14:30:44 142244.635 NaN 12863 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:32:07.534 2024-05-31 14:32:07 142327.534 NaN 12868 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:33:06.992 2024-05-31 14:33:07 142386.992 NaN 12873 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:34:07.015 2024-05-31 14:34:07 142447.015 NaN 12878 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:35:07.612 2024-05-31 14:35:07 142507.612 NaN 12883 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:36:07.667 2024-05-31 14:36:14 142567.667 NaN 12888 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:37:58.856 2024-05-31 14:37:58 142678.856 NaN 12891 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:38:58.892 2024-05-31 14:38:58 142738.892 NaN 12894 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:39:59.017 2024-05-31 14:39:59 142799.017 NaN 12896 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:43:24.895 2024-05-31 14:43:24 143004.895 NaN 12898 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:44:25.531 2024-05-31 14:44:25 143065.531 NaN 12900 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:45:25.543 2024-05-31 14:45:25 143125.543 NaN 12902 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:46:25.704 2024-05-31 14:46:25 143185.704 NaN 12904 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:47:25.753 2024-05-31 14:47:25 143245.753 NaN 12906 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:48:25.776 2024-05-31 14:48:25 143305.776 NaN 12908 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:49:56.683 2024-05-31 14:49:56 143396.683 NaN 12781 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:00:59.810 2024-05-31 14:01:08 140459.81 NaN 12910 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:50:56.879 2024-05-31 14:50:56 143456.879 NaN 12912 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:52:26.054 2024-05-31 14:52:26 143546.054 NaN 12914 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:53:26.267 2024-05-31 14:53:26 143606.267 NaN 12916 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:55:05.101 2024-05-31 14:55:14 143705.101 NaN 12789 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:02:05.451 2024-05-31 14:02:05 140525.451 NaN 12918 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:56:05.283 2024-05-31 14:56:08 143765.283 NaN 12920 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:58:49.096 2024-05-31 14:58:49 143929.096 NaN 12922 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:59:49.174 2024-05-31 14:59:55 143989.174 NaN 12924 MXP caleb_strategy_v3 2024-05-30 2024-05-31 16:02:32.490 2024-05-31 15:02:32 144152.49 NaN 12797 MXP caleb_strategy_v3 2024-05-30 2024-05-31 15:02:58.381 2024-05-31 14:02:58 140578.381 NaN 12926 MXP caleb_strategy_v3 2024-05-30 2024-05-31 16:03:32.546 2024-05-31 15:03:32 144212.546 NaN 12801 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:03:01.432 2024-05-31 14:05:07 140581.432 NaN 12929 VIX caleb_strategy_v3 2024-05-30 2024-05-31 16:04:48.177 2024-05-31 15:06:27 144288.177 NaN 12931 VIX caleb_strategy_v3 2024-05-30 2024-05-31 16:06:31.519 2024-05-31 15:06:36 144391.519 NaN 12933 VIX caleb_strategy_v3 2024-05-30 2024-05-31 16:07:32.235 2024-05-31 15:07:44 144452.235 NaN 12935 VIX caleb_strategy_v3 2024-05-30 2024-05-31 16:08:32.290 2024-05-31 15:09:11 144512.29 NaN 12808 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:05:46.462 2024-05-31 14:05:46 140746.462 NaN 12937 VIX caleb_strategy_v3 2024-05-30 2024-05-31 16:09:32.947 2024-05-31 15:11:56 144572.947 NaN 12815 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:06:56.522 2024-05-31 14:07:15 140816.522 NaN 12819 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:08:22.769 2024-05-31 14:12:14 140902.769 NaN 12823 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:13:14.594 2024-05-31 14:13:14 141194.594 NaN 12827 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:14:32.259 2024-05-31 14:14:32 141272.259 NaN 12831 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:14:42.685 2024-05-31 14:16:08 141282.685 NaN 12834 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:16:15.572 2024-05-31 14:16:15 141375.572 NaN 12837 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:17:35.500 2024-05-31 14:17:35 141455.5 NaN 12840 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:18:25.866 2024-05-31 14:23:25 141505.866 NaN 12842 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:23:29.161 2024-05-31 14:24:02 141809.161 NaN 12844 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:24:29.838 2024-05-31 14:24:29 141869.838 NaN 12846 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:26:11.954 2024-05-31 14:27:29 141971.954 NaN 12848 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:27:32.330 2024-05-31 14:27:32 142052.33 NaN 12850 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:28:32.509 2024-05-31 14:29:36 142112.509 NaN 12852 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:29:39.847 2024-05-31 14:29:39 142179.847 NaN 12860 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:31:29.027 2024-05-31 14:32:03 142289.027 NaN 12866 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:32:09.566 2024-05-31 14:32:09 142329.566 NaN 12871 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:33:10.476 2024-05-31 14:33:10 142390.476 NaN 12876 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:34:12.565 2024-05-31 14:34:13 142452.565 NaN 12881 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:35:16.813 2024-05-31 14:35:16 142516.813 NaN 12886 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:36:28.241 2024-05-31 14:37:55 142588.241 NaN 12890 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:38:00.187 2024-05-31 14:38:00 142680.187 NaN 12893 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:39:00.190 2024-05-31 14:39:00 142740.19 NaN 12895 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:39:59.699 2024-05-31 14:43:21 142799.699 NaN 12897 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:43:25.471 2024-05-31 14:43:26 143005.471 NaN 12899 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:44:25.917 2024-05-31 14:44:26 143065.917 NaN 12901 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:45:26.229 2024-05-31 14:46:16 143126.229 NaN 12903 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:46:26.206 2024-05-31 14:46:31 143186.206 NaN 12905 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:47:26.340 2024-05-31 14:47:37 143246.34 NaN 12907 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:48:26.454 2024-05-31 14:49:53 143306.454 NaN 12909 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:49:57.267 2024-05-31 14:50:02 143397.267 NaN 12911 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:50:57.339 2024-05-31 14:52:22 143457.339 NaN 12785 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:01:13.503 2024-05-31 14:01:39 140473.503 NaN 12913 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:52:26.673 2024-05-31 14:52:40 143546.673 NaN 12915 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:53:26.730 2024-05-31 14:55:01 143606.73 NaN 12921 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:58:49.720 2024-05-31 14:58:56 143929.72 NaN 12917 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:55:14.784 2024-05-31 14:55:17 143714.784 NaN 12919 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:56:08.756 2024-05-31 14:58:45 143768.756 NaN 12793 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:02:08.088 2024-05-31 14:02:08 140528.088 NaN 12923 VIX caleb_strategy_v3 2024-05-30 2024-05-31 15:59:55.619 2024-05-31 15:02:15 143995.619 NaN 12925 VIX caleb_strategy_v3 2024-05-30 2024-05-31 16:02:33.199 2024-05-31 15:02:34 144153.199 NaN 12927 VIX caleb_strategy_v3 2024-05-30 2024-05-31 16:03:33.246 2024-05-31 15:04:33 144213.246 NaN ==================================================================================================================================================================================================================================== Slippage (ticks per lot) ==================================================================================================================================================================================================================================== instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading 12736 NIKKEI caleb_strategy_v3 [-1] 38490.0 None 38217.5 38215.0 38220.0 38220.0 38220.0 -272.5 -2.5 5.0 -0.0 NaN 2.5 12737 NIKKEI caleb_strategy_v3 [-1] 38490.0 None 38217.5 38215.0 38220.0 38220.0 38210.0 -272.5 -2.5 -5.0 -10.0 NaN -7.5 12739 DAX caleb_strategy_v3 [1] 18554.0 None 18529.0 18530.0 18528.0 18528.0 18530.0 25.0 -1.0 0.0 -2.0 NaN -1.0 12738 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4994.5 4995.0 4994.0 4994.0 4996.0 4.5 -0.5 -1.0 -2.0 NaN -1.5 12740 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4995.5 4996.0 4995.0 4995.0 4993.0 3.5 -0.5 3.0 2.0 NaN 2.5 12741 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4992.5 4993.0 4992.0 4992.0 4992.0 6.5 -0.5 1.0 0.0 NaN 0.5 12742 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4991.5 4992.0 4991.0 4991.0 4993.0 7.5 -0.5 -1.0 -2.0 NaN -1.5 12743 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4992.5 4993.0 4992.0 4992.0 4991.0 6.5 -0.5 2.0 1.0 NaN 1.5 12744 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4990.5 4991.0 4990.0 4990.0 4992.0 8.5 -0.5 -1.0 -2.0 NaN -1.5 12745 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4991.5 4992.0 4991.0 4991.0 4993.0 7.5 -0.5 -1.0 -2.0 NaN -1.5 12746 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4992.5 4993.0 4992.0 4992.0 4994.0 6.5 -0.5 -1.0 -2.0 NaN -1.5 12747 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4993.5 4994.0 4993.0 4993.0 4995.0 5.5 -0.5 -1.0 -2.0 NaN -1.5 12748 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4994.5 4995.0 4994.0 4994.0 4997.0 4.5 -0.5 -2.0 -3.0 NaN -2.5 12749 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4996.5 4997.0 4996.0 4996.0 4995.0 2.5 -0.5 2.0 1.0 NaN 1.5 12750 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4994.5 4995.0 4994.0 4994.0 4996.0 4.5 -0.5 -1.0 -2.0 NaN -1.5 12751 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4995.5 4996.0 4995.0 4995.0 4995.0 3.5 -0.5 1.0 0.0 NaN 0.5 12752 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4995.5 4996.0 4995.0 4995.0 4998.0 3.5 -0.5 -2.0 -3.0 NaN -2.5 12753 EUROSTX caleb_strategy_v3 [1] 4999.0 None 4997.5 4998.0 4997.0 4997.0 4999.0 1.5 -0.5 -1.0 -2.0 NaN -1.5 12754 EURIBOR-ICE caleb_strategy_v3 [-1] 97.235 None 97.2175 97.215 97.22 97.22 97.215 -0.0175 -0.0025 -0.0 -0.005 NaN -0.0025 12755 EURIBOR-ICE caleb_strategy_v3 [-1] 97.235 None 97.2175 97.215 97.22 97.22 97.21 -0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 12756 EURIBOR-ICE caleb_strategy_v3 [-1] 97.235 None 97.2125 97.21 97.215 97.215 97.215 -0.0225 -0.0025 0.005 -0.0 NaN 0.0025 12757 EURIBOR-ICE caleb_strategy_v3 [-1] 97.235 None 97.215 97.21 97.22 97.22 97.21 -0.02 -0.005 -0.0 -0.01 NaN -0.005 12758 EURIBOR-ICE caleb_strategy_v3 [-1] 97.235 None 97.2125 97.21 97.215 97.215 97.215 -0.0225 -0.0025 0.005 -0.0 NaN 0.0025 12759 EURIBOR-ICE caleb_strategy_v3 [-1] 97.235 None 97.2175 97.215 97.22 97.22 97.21 -0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 12760 EURIBOR-ICE caleb_strategy_v3 [-1] 97.235 None 97.2125 97.21 97.215 97.215 97.205 -0.0225 -0.0025 -0.005 -0.01 NaN -0.0075 12761 EURIBOR-ICE caleb_strategy_v3 [-1] 97.235 None 97.2075 97.205 97.21 97.21 97.21 -0.0275 -0.0025 0.005 -0.0 NaN 0.0025 12762 ROBUSTA caleb_strategy_v3 [1] 4129.0 None 4197.5 4200.0 4195.0 4195.0 4200.0 -68.5 -2.5 0.0 -5.0 NaN -2.5 12765 CRUDE_W caleb_strategy_v3 [1] 75.77 None 76.29 76.3 76.28 76.28 76.33 -0.52 -0.01 -0.03 -0.05 NaN -0.04 12768 PLAT caleb_strategy_v3 [1] 1033.3 None 1056.55 1056.7 1056.4 1056.4 1056.7 -23.25 -0.15 0.0 -0.3 NaN -0.15 12763 GAS_US_mini caleb_strategy_v3 [-1] 2.645 None 2.6225 2.62 2.625 2.625 2.625 -0.0225 -0.0025 0.005 -0.0 NaN 0.0025 12771 GAS_US_mini caleb_strategy_v3 [-1] 2.645 None 2.625 2.62 2.63 2.63 2.625 -0.02 -0.005 0.005 -0.005 NaN 0.0 12772 SUGAR11 caleb_strategy_v3 [-1] 18.16 None 18.31 18.3 18.32 18.32 18.3 0.15 -0.01 -0.0 -0.02 NaN -0.01 12764 SUGAR11 caleb_strategy_v3 [-1] 18.16 None 18.0 18.0 18.0 NaN 18.32 -0.16 -0.0 0.32 NaN NaN 0.32 12773 HEATOIL caleb_strategy_v3 [-1] 2.4361 None 2.4487 2.4484 2.449 2.449 2.4445 0.0126 -0.0003 -0.0039 -0.0045 NaN -0.0042 12766 HEATOIL caleb_strategy_v3 [-1] 2.4361 None 2.44905 2.4488 2.4493 2.4493 2.4484 0.01295 -0.00025 -0.0004 -0.0009 NaN -0.00065 12774 GOLD_micro caleb_strategy_v3 [-1] 2363.5 None 2377.9 2377.8 2378.0 2378.0 2378.3 14.4 -0.1 0.5 0.3 NaN 0.4 12767 GOLD_micro caleb_strategy_v3 [-1] 2363.5 None 2378.15 2378.1 2378.2 2378.2 2377.8 14.65 -0.05 -0.3 -0.4 NaN -0.35 12776 OJ caleb_strategy_v3 [1] 439.3 None 427.075 429.15 425.0 425.0 429.25 12.225 -2.075 -0.1 -4.25 NaN -2.175 12770 OJ caleb_strategy_v3 [1] 439.3 None 427.5 430.0 425.0 425.0 429.15 11.8 -2.5 0.85 -4.15 NaN -1.65 12769 COPPER caleb_strategy_v3 [1] 4.658 None 4.665 4.6655 4.6645 4.6645 4.6645 -0.007 -0.0005 0.001 0.0 NaN 0.0005 12777 COPPER caleb_strategy_v3 [1] 4.658 None 4.6645 4.665 4.664 4.664 4.668 -0.0065 -0.0005 -0.003 -0.004 NaN -0.0035 12775 COPPER caleb_strategy_v3 [1] 4.658 None 4.66525 4.6655 4.665 4.665 4.665 -0.00725 -0.00025 0.0005 0.0 NaN 0.00025 12791 CAD caleb_strategy_v3 [-1] 0.73145 None 0.73375 0.7337 0.7338 0.7338 0.7337 0.0023 -0.00005 -0.0 -0.0001 NaN -0.00005 12799 CAD caleb_strategy_v3 [-1] 0.73145 None 0.733725 0.7337 0.73375 0.73375 0.73385 0.002275 -0.000025 0.00015 0.0001 NaN 0.000125 12783 CAD caleb_strategy_v3 [-1] 0.73145 None 0.733725 0.7337 0.73375 0.73375 0.73375 0.002275 -0.000025 0.00005 -0.0 NaN 0.000025 12802 US10U caleb_strategy_v3 [-1] 111.671875 None 112.226562 112.21875 112.234375 112.234375 112.234375 0.554688 -0.007812 0.015625 -0.0 NaN 0.007812 12809 US10U caleb_strategy_v3 [-1] 111.671875 None 112.242188 112.234375 112.25 112.25 112.25 0.570312 -0.007812 0.015625 -0.0 NaN 0.007812 12778 US10U caleb_strategy_v3 [-1] 111.671875 None 112.210938 112.203125 112.21875 112.21875 112.21875 0.539062 -0.007812 0.015625 -0.0 NaN 0.007812 12786 US10U caleb_strategy_v3 [-1] 111.671875 None 112.210938 112.203125 112.21875 112.21875 112.21875 0.539062 -0.007812 0.015625 -0.0 NaN 0.007812 12794 US10U caleb_strategy_v3 [-1] 111.671875 None 112.210938 112.203125 112.21875 112.21875 112.21875 0.539062 -0.007812 0.015625 -0.0 NaN 0.007812 12803 CHF caleb_strategy_v3 [-1] 1.10885 None 1.1109 1.11085 1.11095 1.11095 1.11085 0.00205 -0.00005 -0.0 -0.0001 NaN -0.00005 12810 CHF caleb_strategy_v3 [-1] 1.10885 None 1.111425 1.1114 1.11145 1.11145 1.11135 0.002575 -0.000025 -0.00005 -0.0001 NaN -0.000075 12779 CHF caleb_strategy_v3 [-1] 1.10885 None 1.110575 1.11055 1.1106 NaN 1.1105 0.001725 -0.000025 -0.00005 NaN NaN -0.000075 12787 CHF caleb_strategy_v3 [-1] 1.10885 None 1.110625 1.1106 1.11065 NaN 1.1106 0.001775 -0.000025 -0.0 NaN NaN -0.000025 12795 CHF caleb_strategy_v3 [-1] 1.10885 None 1.110975 1.11095 1.111 1.111 1.111 0.002125 -0.000025 0.00005 -0.0 NaN 0.000025 12806 JPY caleb_strategy_v3 [-1] 0.006392 None 0.0064 0.006399 0.0064 0.0064 0.006401 0.000007 -0.0 0.000001 0.000001 NaN 0.000001 12813 JPY caleb_strategy_v3 [-1] 0.006392 None 0.006401 0.0064 0.006401 0.006401 0.0064 0.000008 -0.0 -0.0 -0.000001 NaN -0.000001 12782 JPY caleb_strategy_v3 [-1] 0.006392 None 0.006398 0.006398 0.006398 0.006398 0.006398 0.000005 -0.0 0.0 -0.0 NaN 0.0 12790 JPY caleb_strategy_v3 [-1] 0.006392 None 0.006398 0.006398 0.006398 0.006398 0.006399 0.000005 -0.0 0.000001 0.000001 NaN 0.000001 12798 JPY caleb_strategy_v3 [-1] 0.006392 None 0.006399 0.006399 0.006399 0.006399 0.0064 0.000007 -0.0 0.000001 0.000001 NaN 0.000001 12800 RUSSELL caleb_strategy_v3 [-1] 2063.0 None 2071.4 2071.3 2071.5 2071.5 2071.2 8.4 -0.1 -0.1 -0.3 NaN -0.2 12807 RUSSELL caleb_strategy_v3 [-1] 2063.0 None 2071.3 2071.2 2071.4 2071.4 2071.5 8.3 -0.1 0.3 0.1 NaN 0.2 12814 RUSSELL caleb_strategy_v3 [-1] 2063.0 None 2071.5 2071.4 2071.6 2071.6 2071.6 8.5 -0.1 0.2 -0.0 NaN 0.1 12784 RUSSELL caleb_strategy_v3 [-1] 2063.0 None 2070.6 2070.5 2070.7 2070.7 2070.3 7.6 -0.1 -0.2 -0.4 NaN -0.3 12818 RUSSELL caleb_strategy_v3 [-1] 2063.0 None 2071.55 2071.5 2071.6 2071.6 2071.6 8.55 -0.05 0.1 -0.0 NaN 0.05 12822 RUSSELL caleb_strategy_v3 [-1] 2063.0 None 2071.7 2071.6 2071.8 2071.8 2066.0 8.7 -0.1 -5.6 -5.8 NaN -5.7 12792 RUSSELL caleb_strategy_v3 [-1] 2063.0 None 2070.35 2070.3 2070.4 2070.4 2071.3 7.35 -0.05 1.0 0.9 NaN 0.95 12826 RUSSELL caleb_strategy_v3 [-1] 2063.0 None 2066.05 2066.0 2066.1 NaN 2065.8 3.05 -0.05 -0.2 NaN NaN -0.25 12830 RUSSELL caleb_strategy_v3 [-1] 2063.0 None 2065.3 2065.2 2065.4 2065.4 2065.3 2.3 -0.1 0.1 -0.1 NaN 0.0 12832 US5 caleb_strategy_v3 [-1] 105.609375 None 105.863281 105.859375 105.867188 105.867188 105.867188 0.253906 -0.003906 0.007813 0.0 NaN 0.003907 12835 US5 caleb_strategy_v3 [-1] 105.609375 None 105.863281 105.859375 105.867188 105.867188 105.867188 0.253906 -0.003906 0.007813 0.0 NaN 0.003907 12804 US5 caleb_strategy_v3 [-1] 105.609375 None 105.871094 105.867188 105.875 105.875 105.875 0.261719 -0.003906 0.007812 -0.0 NaN 0.003906 12838 US5 caleb_strategy_v3 [-1] 105.609375 None 105.863281 105.859375 105.867188 105.867188 105.867188 0.253906 -0.003906 0.007813 0.0 NaN 0.003907 12811 US5 caleb_strategy_v3 [-1] 105.609375 None 105.878906 105.875 105.882812 105.882812 105.867188 0.269531 -0.003906 -0.007812 -0.015625 NaN -0.011718 12780 US5 caleb_strategy_v3 [-1] 105.609375 None 105.863281 105.859375 105.867188 105.867188 105.867188 0.253906 -0.003906 0.007813 0.0 NaN 0.003907 12816 US5 caleb_strategy_v3 [-1] 105.609375 None 105.871094 105.867188 105.875 105.875 105.859375 0.261719 -0.003906 -0.007812 -0.015625 NaN -0.011719 12788 US5 caleb_strategy_v3 [-1] 105.609375 None 105.863281 105.859375 105.867188 105.867188 105.867188 0.253906 -0.003906 0.007813 0.0 NaN 0.003907 12820 US5 caleb_strategy_v3 [-1] 105.609375 None 105.863281 105.859375 105.867188 105.867188 105.867188 0.253906 -0.003906 0.007813 0.0 NaN 0.003907 12824 US5 caleb_strategy_v3 [-1] 105.609375 None 105.863281 105.859375 105.867188 105.867188 105.851563 0.253906 -0.003906 -0.007812 -0.015625 NaN -0.011718 12796 US5 caleb_strategy_v3 [-1] 105.609375 None 105.863281 105.859375 105.867188 105.867188 105.867188 0.253906 -0.003906 0.007813 0.0 NaN 0.003907 12828 US5 caleb_strategy_v3 [-1] 105.609375 None 105.855469 105.851562 105.859375 105.859375 105.859375 0.246094 -0.003906 0.007812 -0.0 NaN 0.003906 12854 SOYBEAN caleb_strategy_v3 [-1] 1190.75 None 1193.875 1193.75 1194.0 1194.0 1193.75 3.125 -0.125 -0.0 -0.25 NaN -0.125 12859 REDWHEAT caleb_strategy_v3 [1] 723.5 None 727.0 727.25 726.75 726.75 727.0 -3.5 -0.25 0.25 -0.25 NaN 0.0 12862 SOYOIL caleb_strategy_v3 [-1] 46.11 None 46.25 46.24 46.26 NaN 46.24 0.14 -0.01 -0.0 NaN NaN -0.01 12855 SOYOIL caleb_strategy_v3 [-1] 46.11 None 46.0 46.0 46.0 NaN 46.25 -0.11 -0.0 0.25 NaN NaN 0.25 12864 LIVECOW caleb_strategy_v3 [1] 179.75 None 178.0375 178.575 177.5 NaN 178.675 1.7125 -0.5375 -0.1 NaN NaN -0.6375 12869 LIVECOW caleb_strategy_v3 [1] 179.75 None 178.575 178.6 178.55 178.55 178.6 1.175 -0.025 0.0 -0.05 NaN -0.025 12874 LIVECOW caleb_strategy_v3 [1] 179.75 None 178.625 178.65 178.6 178.6 178.65 1.125 -0.025 0.0 -0.05 NaN -0.025 12879 LIVECOW caleb_strategy_v3 [1] 179.75 None 178.475 178.5 178.45 178.45 178.45 1.275 -0.025 0.05 0.0 NaN 0.025 12884 LIVECOW caleb_strategy_v3 [1] 179.75 None 178.475 178.5 178.45 178.45 178.5 1.275 -0.025 0.0 -0.05 NaN -0.025 12857 LIVECOW caleb_strategy_v3 [1] 179.75 None 178.575 178.6 178.55 178.55 178.575 1.175 -0.025 0.025 -0.025 NaN 0.0 12867 LEANHOG caleb_strategy_v3 [-1] 96.25 None 96.05 96.025 96.075 96.075 96.025 -0.2 -0.025 -0.0 -0.05 NaN -0.025 12872 LEANHOG caleb_strategy_v3 [-1] 96.25 None 95.5125 96.025 95.0 95.0 96.025 -0.7375 0.5125 -0.0 1.025 NaN 0.5125 12877 LEANHOG caleb_strategy_v3 [-1] 96.25 None 96.0375 96.025 96.05 96.05 96.0 -0.2125 -0.0125 -0.025 -0.05 NaN -0.0375 12882 LEANHOG caleb_strategy_v3 [-1] 96.25 None 95.5 96.0 95.0 95.0 95.975 -0.75 0.5 -0.025 0.975 NaN 0.475 12853 LEANHOG caleb_strategy_v3 [-1] 96.25 None 96.0625 96.05 96.075 96.075 96.05 -0.1875 -0.0125 -0.0 -0.025 NaN -0.0125 12887 LEANHOG caleb_strategy_v3 [-1] 96.25 None 96.0 95.975 96.025 96.025 96.05 -0.25 -0.025 0.075 0.025 NaN 0.05 12861 LEANHOG caleb_strategy_v3 [-1] 96.25 None 95.525 96.05 95.0 95.0 96.025 -0.725 0.525 -0.025 1.025 NaN 0.5 12865 CORN caleb_strategy_v3 [-1] 470.75 None 472.875 470.75 475.0 475.0 470.75 2.125 -2.125 -0.0 -4.25 NaN -2.125 12870 CORN caleb_strategy_v3 [-1] 470.75 None 472.875 470.75 475.0 475.0 471.0 2.125 -2.125 0.25 -4.0 NaN -1.875 12875 CORN caleb_strategy_v3 [-1] 470.75 None 473.0 471.0 475.0 475.0 471.5 2.25 -2.0 0.5 -3.5 NaN -1.5 12880 CORN caleb_strategy_v3 [-1] 470.75 None 473.25 471.5 475.0 475.0 471.5 2.5 -1.75 -0.0 -3.5 NaN -1.75 12885 CORN caleb_strategy_v3 [-1] 470.75 None 473.25 471.5 475.0 475.0 471.25 2.5 -1.75 -0.25 -3.75 NaN -2.0 12889 CORN caleb_strategy_v3 [-1] 470.75 None 473.125 471.25 475.0 475.0 471.25 2.375 -1.875 -0.0 -3.75 NaN -1.875 12858 CORN caleb_strategy_v3 [-1] 470.75 None 471.125 471.0 471.25 471.25 470.75 0.375 -0.125 -0.25 -0.5 NaN -0.375 12892 CORN caleb_strategy_v3 [-1] 470.75 None 473.125 471.25 475.0 475.0 471.25 2.375 -1.875 -0.0 -3.75 NaN -1.875 12928 MXP caleb_strategy_v3 [1] 0.05878 None 0.058535 0.05854 0.05853 0.05853 0.05855 0.000245 -0.000005 -0.00001 -0.00002 NaN -0.000015 12930 MXP caleb_strategy_v3 [1] 0.05878 None 0.058545 0.05855 0.05854 0.05854 0.05849 0.000235 -0.000005 0.00006 0.00005 NaN 0.000055 12932 MXP caleb_strategy_v3 [1] 0.05878 None 0.058485 0.05849 0.05848 0.05848 0.05851 0.000295 -0.000005 -0.00002 -0.00003 NaN -0.000025 12805 MXP caleb_strategy_v3 [1] 0.05878 None 0.058695 0.0587 0.05869 0.05869 0.05874 0.000085 -0.000005 -0.00004 -0.00005 NaN -0.000045 12934 MXP caleb_strategy_v3 [1] 0.05878 None 0.058505 0.05851 0.0585 0.0585 0.0585 0.000275 -0.000005 0.00001 0.0 NaN 0.000005 12936 MXP caleb_strategy_v3 [1] 0.05878 None 0.058495 0.0585 0.05849 0.05849 0.05852 0.000285 -0.000005 -0.00002 -0.00003 NaN -0.000025 12812 MXP caleb_strategy_v3 [1] 0.05878 None 0.058735 0.05874 0.05873 0.05873 0.05876 0.000045 -0.000005 -0.00002 -0.00003 NaN -0.000025 12817 MXP caleb_strategy_v3 [1] 0.05878 None 0.058755 0.05876 0.05875 0.05875 0.05878 0.000025 -0.000005 -0.00002 -0.00003 NaN -0.000025 12821 MXP caleb_strategy_v3 [1] 0.05878 None 0.058775 0.05878 0.05877 0.05877 0.05877 0.000005 -0.000005 0.00001 0.0 NaN 0.000005 12825 MXP caleb_strategy_v3 [1] 0.05878 None 0.058775 0.05878 0.05877 0.05877 0.05875 0.000005 -0.000005 0.00003 0.00002 NaN 0.000025 12829 MXP caleb_strategy_v3 [1] 0.05878 None 0.058745 0.05875 0.05874 0.05874 0.05874 0.000035 -0.000005 0.00001 0.0 NaN 0.000005 12833 MXP caleb_strategy_v3 [1] 0.05878 None 0.05874 0.05875 0.05873 0.05873 0.05877 0.00004 -0.00001 -0.00002 -0.00004 NaN -0.00003 12836 MXP caleb_strategy_v3 [1] 0.05878 None 0.058765 0.05877 0.05876 0.05876 0.05875 0.000015 -0.000005 0.00002 0.00001 NaN 0.000015 12839 MXP caleb_strategy_v3 [1] 0.05878 None 0.058745 0.05875 0.05874 0.05874 0.05876 0.000035 -0.000005 -0.00001 -0.00002 NaN -0.000015 12841 MXP caleb_strategy_v3 [1] 0.05878 None 0.058755 0.05876 0.05875 0.05875 0.05875 0.000025 -0.000005 0.00001 0.0 NaN 0.000005 12843 MXP caleb_strategy_v3 [1] 0.05878 None 0.058745 0.05875 0.05874 0.05874 0.05873 0.000035 -0.000005 0.00002 0.00001 NaN 0.000015 12845 MXP caleb_strategy_v3 [1] 0.05878 None 0.058725 0.05873 0.05872 0.05872 0.05872 0.000055 -0.000005 0.00001 0.0 NaN 0.000005 12847 MXP caleb_strategy_v3 [1] 0.05878 None 0.058725 0.05873 0.05872 0.05872 0.05872 0.000055 -0.000005 0.00001 0.0 NaN 0.000005 12849 MXP caleb_strategy_v3 [1] 0.05878 None 0.058715 0.05872 0.05871 0.05871 0.0587 0.000065 -0.000005 0.00002 0.00001 NaN 0.000015 12851 MXP caleb_strategy_v3 [1] 0.05878 None 0.058695 0.0587 0.05869 0.05869 0.05868 0.000085 -0.000005 0.00002 0.00001 NaN 0.000015 12856 MXP caleb_strategy_v3 [1] 0.05878 None 0.05867 0.05868 0.05866 0.05866 0.05865 0.00011 -0.00001 0.00003 0.00001 NaN 0.00002 12863 MXP caleb_strategy_v3 [1] 0.05878 None 0.058645 0.05865 0.05864 0.05864 0.05863 0.000135 -0.000005 0.00002 0.00001 NaN 0.000015 12868 MXP caleb_strategy_v3 [1] 0.05878 None 0.05862 0.05863 0.05861 0.05861 0.05861 0.00016 -0.00001 0.00002 0.0 NaN 0.00001 12873 MXP caleb_strategy_v3 [1] 0.05878 None 0.05861 0.05862 0.0586 0.0586 0.0586 0.00017 -0.00001 0.00002 0.0 NaN 0.00001 12878 MXP caleb_strategy_v3 [1] 0.05878 None 0.058595 0.0586 0.05859 0.05859 0.05862 0.000185 -0.000005 -0.00002 -0.00003 NaN -0.000025 12883 MXP caleb_strategy_v3 [1] 0.05878 None 0.058615 0.05862 0.05861 0.05861 0.05863 0.000165 -0.000005 -0.00001 -0.00002 NaN -0.000015 12888 MXP caleb_strategy_v3 [1] 0.05878 None 0.058625 0.05863 0.05862 0.05862 0.05867 0.000155 -0.000005 -0.00004 -0.00005 NaN -0.000045 12891 MXP caleb_strategy_v3 [1] 0.05878 None 0.05866 0.05867 0.05865 0.05865 0.05865 0.00012 -0.00001 0.00002 0.0 NaN 0.00001 12894 MXP caleb_strategy_v3 [1] 0.05878 None 0.058645 0.05865 0.05864 0.05864 0.05866 0.000135 -0.000005 -0.00001 -0.00002 NaN -0.000015 12896 MXP caleb_strategy_v3 [1] 0.05878 None 0.058655 0.05866 0.05865 0.05865 0.05864 0.000125 -0.000005 0.00002 0.00001 NaN 0.000015 12898 MXP caleb_strategy_v3 [1] 0.05878 None 0.058635 0.05864 0.05863 0.05863 0.05862 0.000145 -0.000005 0.00002 0.00001 NaN 0.000015 12900 MXP caleb_strategy_v3 [1] 0.05878 None 0.058615 0.05862 0.05861 0.05861 0.05863 0.000165 -0.000005 -0.00001 -0.00002 NaN -0.000015 12902 MXP caleb_strategy_v3 [1] 0.05878 None 0.058625 0.05863 0.05862 0.05862 0.05862 0.000155 -0.000005 0.00001 0.0 NaN 0.000005 12904 MXP caleb_strategy_v3 [1] 0.05878 None 0.058615 0.05862 0.05861 0.05861 0.0586 0.000165 -0.000005 0.00002 0.00001 NaN 0.000015 12906 MXP caleb_strategy_v3 [1] 0.05878 None 0.058595 0.0586 0.05859 0.05859 0.05861 0.000185 -0.000005 -0.00001 -0.00002 NaN -0.000015 12908 MXP caleb_strategy_v3 [1] 0.05878 None 0.058605 0.05861 0.0586 0.0586 0.0586 0.000175 -0.000005 0.00001 0.0 NaN 0.000005 12781 MXP caleb_strategy_v3 [1] 0.05878 None 0.058675 0.05868 0.05867 0.05867 0.05867 0.000105 -0.000005 0.00001 0.0 NaN 0.000005 12910 MXP caleb_strategy_v3 [1] 0.05878 None 0.058595 0.0586 0.05859 0.05859 0.05854 0.000185 -0.000005 0.00006 0.00005 NaN 0.000055 12912 MXP caleb_strategy_v3 [1] 0.05878 None 0.05853 0.05854 0.05852 0.05852 0.05852 0.00025 -0.00001 0.00002 0.0 NaN 0.00001 12914 MXP caleb_strategy_v3 [1] 0.05878 None 0.058515 0.05852 0.05851 0.05851 0.0585 0.000265 -0.000005 0.00002 0.00001 NaN 0.000015 12916 MXP caleb_strategy_v3 [1] 0.05878 None 0.05849 0.0585 0.05848 0.05848 0.0585 0.00029 -0.00001 0.0 -0.00002 NaN -0.00001 12789 MXP caleb_strategy_v3 [1] 0.05878 None 0.05867 0.05868 0.05866 0.05866 0.05871 0.00011 -0.00001 -0.00003 -0.00005 NaN -0.00004 12918 MXP caleb_strategy_v3 [1] 0.05878 None 0.058495 0.0585 0.05849 0.05849 0.05849 0.000285 -0.000005 0.00001 0.0 NaN 0.000005 12920 MXP caleb_strategy_v3 [1] 0.05878 None 0.058495 0.0585 0.05849 0.05849 0.05849 0.000285 -0.000005 0.00001 0.0 NaN 0.000005 12922 MXP caleb_strategy_v3 [1] 0.05878 None 0.058485 0.05849 0.05848 0.05848 0.05848 0.000295 -0.000005 0.00001 0.0 NaN 0.000005 12924 MXP caleb_strategy_v3 [1] 0.05878 None 0.058485 0.05849 0.05848 0.05848 0.05851 0.000295 -0.000005 -0.00002 -0.00003 NaN -0.000025 12797 MXP caleb_strategy_v3 [1] 0.05878 None 0.058705 0.05871 0.0587 0.0587 0.0587 0.000075 -0.000005 0.00001 0.0 NaN 0.000005 12926 MXP caleb_strategy_v3 [1] 0.05878 None 0.058505 0.05851 0.0585 0.0585 0.05854 0.000275 -0.000005 -0.00003 -0.00004 NaN -0.000035 12801 VIX caleb_strategy_v3 [-1] 15.35 None 15.275 15.25 15.3 15.3 15.2 -0.075 -0.025 -0.05 -0.1 NaN -0.075 12929 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12931 VIX caleb_strategy_v3 [-1] 15.35 None 15.475 15.45 15.5 15.5 15.4 0.125 -0.025 -0.05 -0.1 NaN -0.075 12933 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12935 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12808 VIX caleb_strategy_v3 [-1] 15.35 None 15.225 15.2 15.25 15.25 15.25 -0.125 -0.025 0.05 -0.0 NaN 0.025 12937 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12815 VIX caleb_strategy_v3 [-1] 15.35 None 15.275 15.25 15.3 15.3 15.2 -0.075 -0.025 -0.05 -0.1 NaN -0.075 12819 VIX caleb_strategy_v3 [-1] 15.35 None 15.225 15.2 15.25 15.25 15.25 -0.125 -0.025 0.05 -0.0 NaN 0.025 12823 VIX caleb_strategy_v3 [-1] 15.35 None 15.225 15.2 15.25 15.25 15.25 -0.125 -0.025 0.05 -0.0 NaN 0.025 12827 VIX caleb_strategy_v3 [-1] 15.35 None 15.275 15.25 15.3 15.3 15.3 -0.075 -0.025 0.05 -0.0 NaN 0.025 12831 VIX caleb_strategy_v3 [-1] 15.35 None 15.325 15.3 15.35 15.35 15.25 -0.025 -0.025 -0.05 -0.1 NaN -0.075 12834 VIX caleb_strategy_v3 [-1] 15.35 None 15.3 15.25 15.35 15.35 15.25 -0.05 -0.05 -0.0 -0.1 NaN -0.05 12837 VIX caleb_strategy_v3 [-1] 15.35 None 15.275 15.25 15.3 15.3 15.3 -0.075 -0.025 0.05 -0.0 NaN 0.025 12840 VIX caleb_strategy_v3 [-1] 15.35 None 15.325 15.3 15.35 15.35 15.3 -0.025 -0.025 -0.0 -0.05 NaN -0.025 12842 VIX caleb_strategy_v3 [-1] 15.35 None 15.325 15.3 15.35 15.35 15.35 -0.025 -0.025 0.05 -0.0 NaN 0.025 12844 VIX caleb_strategy_v3 [-1] 15.35 None 15.325 15.3 15.35 15.35 15.35 -0.025 -0.025 0.05 -0.0 NaN 0.025 12846 VIX caleb_strategy_v3 [-1] 15.35 None 15.375 15.35 15.4 15.4 15.3 0.025 -0.025 -0.05 -0.1 NaN -0.075 12848 VIX caleb_strategy_v3 [-1] 15.35 None 15.325 15.3 15.35 15.35 15.35 -0.025 -0.025 0.05 -0.0 NaN 0.025 12850 VIX caleb_strategy_v3 [-1] 15.35 None 15.375 15.35 15.4 15.4 15.3 0.025 -0.025 -0.05 -0.1 NaN -0.075 12852 VIX caleb_strategy_v3 [-1] 15.35 None 15.325 15.3 15.35 15.35 15.35 -0.025 -0.025 0.05 -0.0 NaN 0.025 12860 VIX caleb_strategy_v3 [-1] 15.35 None 15.375 15.35 15.4 15.4 15.4 0.025 -0.025 0.05 -0.0 NaN 0.025 12866 VIX caleb_strategy_v3 [-1] 15.35 None 15.4 15.35 15.45 15.45 15.35 0.05 -0.05 -0.0 -0.1 NaN -0.05 12871 VIX caleb_strategy_v3 [-1] 15.35 None 15.375 15.35 15.4 15.4 15.4 0.025 -0.025 0.05 -0.0 NaN 0.025 12876 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12881 VIX caleb_strategy_v3 [-1] 15.35 None 15.475 15.45 15.5 15.5 15.4 0.125 -0.025 -0.05 -0.1 NaN -0.075 12886 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12890 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12893 VIX caleb_strategy_v3 [-1] 15.35 None 15.475 15.45 15.5 15.5 15.4 0.125 -0.025 -0.05 -0.1 NaN -0.075 12895 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12897 VIX caleb_strategy_v3 [-1] 15.35 None 15.45 15.4 15.5 15.5 15.45 0.1 -0.05 0.05 -0.05 NaN 0.0 12899 VIX caleb_strategy_v3 [-1] 15.35 None 15.475 15.45 15.5 NaN 15.45 0.125 -0.025 -0.0 NaN NaN -0.025 12901 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12903 VIX caleb_strategy_v3 [-1] 15.35 None 15.475 15.45 15.5 15.5 15.4 0.125 -0.025 -0.05 -0.1 NaN -0.075 12905 VIX caleb_strategy_v3 [-1] 15.35 None 15.475 15.45 15.5 15.5 15.4 0.125 -0.025 -0.05 -0.1 NaN -0.075 12907 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12909 VIX caleb_strategy_v3 [-1] 15.35 None 15.475 15.45 15.5 15.5 15.4 0.125 -0.025 -0.05 -0.1 NaN -0.075 12911 VIX caleb_strategy_v3 [-1] 15.35 None 15.475 15.45 15.5 15.5 15.4 0.125 -0.025 -0.05 -0.1 NaN -0.075 12785 VIX caleb_strategy_v3 [-1] 15.35 None 15.275 15.25 15.3 15.3 15.3 -0.075 -0.025 0.05 -0.0 NaN 0.025 12913 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12915 VIX caleb_strategy_v3 [-1] 15.35 None 15.475 15.45 15.5 15.5 15.4 0.125 -0.025 -0.05 -0.1 NaN -0.075 12921 VIX caleb_strategy_v3 [-1] 15.35 None 15.325 15.3 15.35 15.35 15.35 -0.025 -0.025 0.05 -0.0 NaN 0.025 12917 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 12919 VIX caleb_strategy_v3 [-1] 15.35 None 15.375 15.35 15.4 15.4 15.3 0.025 -0.025 -0.05 -0.1 NaN -0.075 12793 VIX caleb_strategy_v3 [-1] 15.35 None 15.325 15.3 15.35 15.35 15.25 -0.025 -0.025 -0.05 -0.1 NaN -0.075 12923 VIX caleb_strategy_v3 [-1] 15.35 None 15.375 15.35 15.4 15.4 15.4 0.025 -0.025 0.05 -0.0 NaN 0.025 12925 VIX caleb_strategy_v3 [-1] 15.35 None 15.375 15.35 15.4 15.4 15.4 0.025 -0.025 0.05 -0.0 NaN 0.025 12927 VIX caleb_strategy_v3 [-1] 15.35 None 15.425 15.4 15.45 15.45 15.45 0.075 -0.025 0.05 -0.0 NaN 0.025 =============================================================================================================================================================== Slippage (normalised by annual vol, BP of annual SR) =============================================================================================================================================================== instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol 12736 NIKKEI caleb_strategy_v3 [-1] 6135.384673 -444.144931 -4.074724 8.149448 -0.0 NaN 4.074724 12737 NIKKEI caleb_strategy_v3 [-1] 6135.384673 -444.144931 -4.074724 -8.149448 -16.298897 NaN -12.224172 12739 DAX caleb_strategy_v3 [1] 1954.183373 127.930676 -5.117227 0.0 -10.234454 NaN -5.117227 12738 EUROSTX caleb_strategy_v3 [1] 535.893462 83.971915 -9.330213 -18.660425 -37.320851 NaN -27.990638 12740 EUROSTX caleb_strategy_v3 [1] 535.893462 65.311489 -9.330213 55.981276 37.320851 NaN 46.651064 12741 EUROSTX caleb_strategy_v3 [1] 535.893462 121.292765 -9.330213 18.660425 0.0 NaN 9.330213 12742 EUROSTX caleb_strategy_v3 [1] 535.893462 139.953191 -9.330213 -18.660425 -37.320851 NaN -27.990638 12743 EUROSTX caleb_strategy_v3 [1] 535.893462 121.292765 -9.330213 37.320851 18.660425 NaN 27.990638 12744 EUROSTX caleb_strategy_v3 [1] 535.893462 158.613616 -9.330213 -18.660425 -37.320851 NaN -27.990638 12745 EUROSTX caleb_strategy_v3 [1] 535.893462 139.953191 -9.330213 -18.660425 -37.320851 NaN -27.990638 12746 EUROSTX caleb_strategy_v3 [1] 535.893462 121.292765 -9.330213 -18.660425 -37.320851 NaN -27.990638 12747 EUROSTX caleb_strategy_v3 [1] 535.893462 102.63234 -9.330213 -18.660425 -37.320851 NaN -27.990638 12748 EUROSTX caleb_strategy_v3 [1] 535.893462 83.971915 -9.330213 -37.320851 -55.981276 NaN -46.651064 12749 EUROSTX caleb_strategy_v3 [1] 535.893462 46.651064 -9.330213 37.320851 18.660425 NaN 27.990638 12750 EUROSTX caleb_strategy_v3 [1] 535.893462 83.971915 -9.330213 -18.660425 -37.320851 NaN -27.990638 12751 EUROSTX caleb_strategy_v3 [1] 535.893462 65.311489 -9.330213 18.660425 0.0 NaN 9.330213 12752 EUROSTX caleb_strategy_v3 [1] 535.893462 65.311489 -9.330213 -37.320851 -55.981276 NaN -46.651064 12753 EUROSTX caleb_strategy_v3 [1] 535.893462 27.990638 -9.330213 -18.660425 -37.320851 NaN -27.990638 12754 EURIBOR-ICE caleb_strategy_v3 [-1] 0.973381 -179.785673 -25.683668 -0.0 -51.367335 NaN -25.683668 12755 EURIBOR-ICE caleb_strategy_v3 [-1] 0.973381 -179.785673 -25.683668 -51.367335 -102.73467 NaN -77.051003 12756 EURIBOR-ICE caleb_strategy_v3 [-1] 0.973381 -231.153009 -25.683668 51.367335 -0.0 NaN 25.683668 12757 EURIBOR-ICE caleb_strategy_v3 [-1] 0.973381 -205.469341 -51.367335 -0.0 -102.73467 NaN -51.367335 12758 EURIBOR-ICE caleb_strategy_v3 [-1] 0.973381 -231.153009 -25.683668 51.367335 -0.0 NaN 25.683668 12759 EURIBOR-ICE caleb_strategy_v3 [-1] 0.973381 -179.785673 -25.683668 -51.367335 -102.73467 NaN -77.051003 12760 EURIBOR-ICE caleb_strategy_v3 [-1] 0.973381 -231.153009 -25.683668 -51.367335 -102.73467 NaN -77.051003 12761 EURIBOR-ICE caleb_strategy_v3 [-1] 0.973381 -282.520344 -25.683668 51.367335 -0.0 NaN 25.683668 12762 ROBUSTA caleb_strategy_v3 [1] 1404.649282 -487.666216 -17.798037 0.0 -35.596074 NaN -17.798037 12765 CRUDE_W caleb_strategy_v3 [1] 14.167116 -367.047178 -7.0586 -21.175799 -35.292998 NaN -28.234398 12768 PLAT caleb_strategy_v3 [1] 277.92982 -836.542116 -5.397046 0.0 -10.794092 NaN -5.397046 12763 GAS_US_mini caleb_strategy_v3 [-1] 1.710779 -131.51905 -14.613228 29.226456 -0.0 NaN 14.613228 12771 GAS_US_mini caleb_strategy_v3 [-1] 1.710779 -116.905822 -29.226456 29.226456 -29.226456 NaN 0.0 12772 SUGAR11 caleb_strategy_v3 [-1] 4.838981 309.982643 -20.66551 -0.0 -41.331019 NaN -20.66551 12764 SUGAR11 caleb_strategy_v3 [-1] 4.838981 -330.648152 -0.0 661.296305 NaN NaN 661.296305 12773 HEATOIL caleb_strategy_v3 [-1] 0.572259 220.180168 -5.242385 -68.151004 -78.635774 NaN -73.393389 12766 HEATOIL caleb_strategy_v3 [-1] 0.572259 226.296284 -4.368654 -6.989847 -15.727155 NaN -11.358501 12774 GOLD_micro caleb_strategy_v3 [-1] 366.557014 392.844754 -2.728089 13.640443 8.184266 NaN 10.912354 12767 GOLD_micro caleb_strategy_v3 [-1] 366.557014 399.664975 -1.364044 -8.184266 -10.912354 NaN -9.54831 12776 OJ caleb_strategy_v3 [1] 133.653827 914.676388 -155.25182 -7.482015 -317.985656 NaN -162.733836 12770 OJ caleb_strategy_v3 [1] 133.653827 882.877822 -187.050386 63.597131 -310.503641 NaN -123.453255 12769 COPPER caleb_strategy_v3 [1] 1.344433 -52.066557 -3.71904 7.43808 0.0 NaN 3.71904 12777 COPPER caleb_strategy_v3 [1] 1.344433 -48.347517 -3.71904 -22.314239 -29.752318 NaN -26.033278 12775 COPPER caleb_strategy_v3 [1] 1.344433 -53.926077 -1.85952 3.71904 0.0 NaN 1.85952 12791 CAD caleb_strategy_v3 [-1] 0.040212 571.964177 -12.434004 -0.0 -24.868008 NaN -12.434004 12799 CAD caleb_strategy_v3 [-1] 0.040212 565.747175 -6.217002 37.302012 24.868008 NaN 31.08501 12783 CAD caleb_strategy_v3 [-1] 0.040212 565.747175 -6.217002 12.434004 -0.0 NaN 6.217002 12802 US10U caleb_strategy_v3 [-1] 8.260699 671.477701 -9.457432 18.914865 -0.0 NaN 9.457432 12809 US10U caleb_strategy_v3 [-1] 8.260699 690.392566 -9.457432 18.914865 -0.0 NaN 9.457432 12778 US10U caleb_strategy_v3 [-1] 8.260699 652.562836 -9.457432 18.914865 -0.0 NaN 9.457432 12786 US10U caleb_strategy_v3 [-1] 8.260699 652.562836 -9.457432 18.914865 -0.0 NaN 9.457432 12794 US10U caleb_strategy_v3 [-1] 8.260699 652.562836 -9.457432 18.914865 -0.0 NaN 9.457432 12803 CHF caleb_strategy_v3 [-1] 0.075325 272.152672 -6.63787 -0.0 -13.27574 NaN -6.63787 12810 CHF caleb_strategy_v3 [-1] 0.075325 341.850307 -3.318935 -6.63787 -13.27574 NaN -9.956805 12779 CHF caleb_strategy_v3 [-1] 0.075325 229.006517 -3.318935 -6.63787 NaN NaN -9.956805 12787 CHF caleb_strategy_v3 [-1] 0.075325 235.644387 -3.318935 -0.0 NaN NaN -3.318935 12795 CHF caleb_strategy_v3 [-1] 0.075325 282.109477 -3.318935 6.63787 -0.0 NaN 3.318935 12806 JPY caleb_strategy_v3 [-1] 0.000623 116.337975 -4.011654 24.069926 16.046617 NaN 20.058271 12813 JPY caleb_strategy_v3 [-1] 0.000623 132.384592 -4.011654 -8.023309 -16.046617 NaN -12.034963 12782 JPY caleb_strategy_v3 [-1] 0.000623 84.24474 -4.011654 8.023309 -0.0 NaN 4.011654 12790 JPY caleb_strategy_v3 [-1] 0.000623 84.24474 -4.011654 24.069926 16.046617 NaN 20.058271 12798 JPY caleb_strategy_v3 [-1] 0.000623 108.314666 -4.011654 16.046617 8.023309 NaN 12.034963 12800 RUSSELL caleb_strategy_v3 [-1] 354.514276 236.943913 -2.820761 -2.820761 -8.462283 NaN -5.641522 12807 RUSSELL caleb_strategy_v3 [-1] 354.514276 234.123153 -2.820761 8.462283 2.820761 NaN 5.641522 12814 RUSSELL caleb_strategy_v3 [-1] 354.514276 239.764674 -2.820761 5.641522 -0.0 NaN 2.820761 12784 RUSSELL caleb_strategy_v3 [-1] 354.514276 214.377826 -2.820761 -5.641522 -11.283043 NaN -8.462283 12818 RUSSELL caleb_strategy_v3 [-1] 354.514276 241.175055 -1.41038 2.820761 -0.0 NaN 1.41038 12822 RUSSELL caleb_strategy_v3 [-1] 354.514276 245.406196 -2.820761 -157.962609 -163.604131 NaN -160.78337 12792 RUSSELL caleb_strategy_v3 [-1] 354.514276 207.325924 -1.41038 28.207609 25.386848 NaN 26.797228 12826 RUSSELL caleb_strategy_v3 [-1] 354.514276 86.033207 -1.41038 -5.641522 NaN NaN -7.051902 12830 RUSSELL caleb_strategy_v3 [-1] 354.514276 64.8775 -2.820761 2.820761 -2.820761 NaN 0.0 12832 US5 caleb_strategy_v3 [-1] 4.369085 581.142796 -8.940658 17.882461 0.001144 NaN 8.941803 12835 US5 caleb_strategy_v3 [-1] 4.369085 581.142796 -8.940658 17.882461 0.001144 NaN 8.941803 12804 US5 caleb_strategy_v3 [-1] 4.369085 599.024113 -8.940658 17.881317 -0.0 NaN 8.940658 12838 US5 caleb_strategy_v3 [-1] 4.369085 581.142796 -8.940658 17.882461 0.001144 NaN 8.941803 12811 US5 caleb_strategy_v3 [-1] 4.369085 616.90543 -8.940658 -17.880172 -35.761489 NaN -26.820831 12780 US5 caleb_strategy_v3 [-1] 4.369085 581.142796 -8.940658 17.882461 0.001144 NaN 8.941803 12816 US5 caleb_strategy_v3 [-1] 4.369085 599.024113 -8.940658 -17.881317 -35.762634 NaN -26.821975 12788 US5 caleb_strategy_v3 [-1] 4.369085 581.142796 -8.940658 17.882461 0.001144 NaN 8.941803 12820 US5 caleb_strategy_v3 [-1] 4.369085 581.142796 -8.940658 17.882461 0.001144 NaN 8.941803 12824 US5 caleb_strategy_v3 [-1] 4.369085 581.142796 -8.940658 -17.880172 -35.761489 NaN -26.820831 12796 US5 caleb_strategy_v3 [-1] 4.369085 581.142796 -8.940658 17.882461 0.001144 NaN 8.941803 12828 US5 caleb_strategy_v3 [-1] 4.369085 563.26148 -8.940658 17.881317 -0.0 NaN 8.940658 12854 SOYBEAN caleb_strategy_v3 [-1] 170.375776 183.418093 -7.336724 -0.0 -14.673447 NaN -7.336724 12859 REDWHEAT caleb_strategy_v3 [1] 219.881494 -159.176651 -11.369761 11.369761 -11.369761 NaN 0.0 12862 SOYOIL caleb_strategy_v3 [-1] 13.11929 106.713093 -7.622364 -0.0 NaN NaN -7.622364 12855 SOYOIL caleb_strategy_v3 [-1] 13.11929 -83.846002 -0.0 190.559095 NaN NaN 190.559095 12864 LIVECOW caleb_strategy_v3 [1] 21.960022 779.826188 -244.762964 -45.537296 NaN NaN -290.30026 12869 LIVECOW caleb_strategy_v3 [1] 21.960022 535.063224 -11.384324 0.0 -22.768648 NaN -11.384324 12874 LIVECOW caleb_strategy_v3 [1] 21.960022 512.294576 -11.384324 0.0 -22.768648 NaN -11.384324 12879 LIVECOW caleb_strategy_v3 [1] 21.960022 580.600519 -11.384324 22.768648 0.0 NaN 11.384324 12884 LIVECOW caleb_strategy_v3 [1] 21.960022 580.600519 -11.384324 0.0 -22.768648 NaN -11.384324 12857 LIVECOW caleb_strategy_v3 [1] 21.960022 535.063224 -11.384324 11.384324 -11.384324 NaN 0.0 12867 LEANHOG caleb_strategy_v3 [-1] 16.991112 -117.708597 -14.713575 -0.0 -29.427149 NaN -14.713575 12872 LEANHOG caleb_strategy_v3 [-1] 16.991112 -434.050452 301.62828 -0.0 603.256561 NaN 301.62828 12877 LEANHOG caleb_strategy_v3 [-1] 16.991112 -125.065385 -7.356787 -14.713575 -29.427149 NaN -22.070362 12882 LEANHOG caleb_strategy_v3 [-1] 16.991112 -441.40724 294.271493 -14.713575 573.829411 NaN 279.557918 12853 LEANHOG caleb_strategy_v3 [-1] 16.991112 -110.35181 -7.356787 -0.0 -14.713575 NaN -7.356787 12887 LEANHOG caleb_strategy_v3 [-1] 16.991112 -147.135747 -14.713575 44.140724 14.713575 NaN 29.427149 12861 LEANHOG caleb_strategy_v3 [-1] 16.991112 -426.693665 308.985068 -14.713575 603.256561 NaN 294.271493 12865 CORN caleb_strategy_v3 [-1] 88.134026 241.110058 -241.110058 -0.0 -482.220116 NaN -241.110058 12870 CORN caleb_strategy_v3 [-1] 88.134026 241.110058 -241.110058 28.365889 -453.854227 NaN -212.744169 12875 CORN caleb_strategy_v3 [-1] 88.134026 255.293002 -226.927113 56.731778 -397.122448 NaN -170.195335 12880 CORN caleb_strategy_v3 [-1] 88.134026 283.658892 -198.561224 -0.0 -397.122448 NaN -198.561224 12885 CORN caleb_strategy_v3 [-1] 88.134026 283.658892 -198.561224 -28.365889 -425.488337 NaN -226.927113 12889 CORN caleb_strategy_v3 [-1] 88.134026 269.475947 -212.744169 -0.0 -425.488337 NaN -212.744169 12858 CORN caleb_strategy_v3 [-1] 88.134026 42.548834 -14.182945 -28.365889 -56.731778 NaN -42.548834 12892 CORN caleb_strategy_v3 [-1] 88.134026 269.475947 -212.744169 -0.0 -425.488337 NaN -212.744169 12928 MXP caleb_strategy_v3 [1] 0.004932 496.772753 -10.138219 -20.276439 -40.552878 NaN -30.414658 12930 MXP caleb_strategy_v3 [1] 0.004932 476.496314 -10.138219 121.658633 101.382194 NaN 111.520414 12932 MXP caleb_strategy_v3 [1] 0.004932 598.154947 -10.138219 -40.552878 -60.829317 NaN -50.691097 12805 MXP caleb_strategy_v3 [1] 0.004932 172.349731 -10.138219 -81.105756 -101.382194 NaN -91.243975 12934 MXP caleb_strategy_v3 [1] 0.004932 557.602069 -10.138219 20.276439 0.0 NaN 10.138219 12936 MXP caleb_strategy_v3 [1] 0.004932 577.878508 -10.138219 -40.552878 -60.829317 NaN -50.691097 12812 MXP caleb_strategy_v3 [1] 0.004932 91.243975 -10.138219 -40.552878 -60.829317 NaN -50.691097 12817 MXP caleb_strategy_v3 [1] 0.004932 50.691097 -10.138219 -40.552878 -60.829317 NaN -50.691097 12821 MXP caleb_strategy_v3 [1] 0.004932 10.138219 -10.138219 20.276439 0.0 NaN 10.138219 12825 MXP caleb_strategy_v3 [1] 0.004932 10.138219 -10.138219 60.829317 40.552878 NaN 50.691097 12829 MXP caleb_strategy_v3 [1] 0.004932 70.967536 -10.138219 20.276439 0.0 NaN 10.138219 12833 MXP caleb_strategy_v3 [1] 0.004932 81.105756 -20.276439 -40.552878 -81.105756 NaN -60.829317 12836 MXP caleb_strategy_v3 [1] 0.004932 30.414658 -10.138219 40.552878 20.276439 NaN 30.414658 12839 MXP caleb_strategy_v3 [1] 0.004932 70.967536 -10.138219 -20.276439 -40.552878 NaN -30.414658 12841 MXP caleb_strategy_v3 [1] 0.004932 50.691097 -10.138219 20.276439 0.0 NaN 10.138219 12843 MXP caleb_strategy_v3 [1] 0.004932 70.967536 -10.138219 40.552878 20.276439 NaN 30.414658 12845 MXP caleb_strategy_v3 [1] 0.004932 111.520414 -10.138219 20.276439 0.0 NaN 10.138219 12847 MXP caleb_strategy_v3 [1] 0.004932 111.520414 -10.138219 20.276439 0.0 NaN 10.138219 12849 MXP caleb_strategy_v3 [1] 0.004932 131.796853 -10.138219 40.552878 20.276439 NaN 30.414658 12851 MXP caleb_strategy_v3 [1] 0.004932 172.349731 -10.138219 40.552878 20.276439 NaN 30.414658 12856 MXP caleb_strategy_v3 [1] 0.004932 223.040828 -20.276439 60.829317 20.276439 NaN 40.552878 12863 MXP caleb_strategy_v3 [1] 0.004932 273.731925 -10.138219 40.552878 20.276439 NaN 30.414658 12868 MXP caleb_strategy_v3 [1] 0.004932 324.423022 -20.276439 40.552878 0.0 NaN 20.276439 12873 MXP caleb_strategy_v3 [1] 0.004932 344.699461 -20.276439 40.552878 0.0 NaN 20.276439 12878 MXP caleb_strategy_v3 [1] 0.004932 375.114119 -10.138219 -40.552878 -60.829317 NaN -50.691097 12883 MXP caleb_strategy_v3 [1] 0.004932 334.561242 -10.138219 -20.276439 -40.552878 NaN -30.414658 12888 MXP caleb_strategy_v3 [1] 0.004932 314.284803 -10.138219 -81.105756 -101.382194 NaN -91.243975 12891 MXP caleb_strategy_v3 [1] 0.004932 243.317267 -20.276439 40.552878 0.0 NaN 20.276439 12894 MXP caleb_strategy_v3 [1] 0.004932 273.731925 -10.138219 -20.276439 -40.552878 NaN -30.414658 12896 MXP caleb_strategy_v3 [1] 0.004932 253.455486 -10.138219 40.552878 20.276439 NaN 30.414658 12898 MXP caleb_strategy_v3 [1] 0.004932 294.008364 -10.138219 40.552878 20.276439 NaN 30.414658 12900 MXP caleb_strategy_v3 [1] 0.004932 334.561242 -10.138219 -20.276439 -40.552878 NaN -30.414658 12902 MXP caleb_strategy_v3 [1] 0.004932 314.284803 -10.138219 20.276439 0.0 NaN 10.138219 12904 MXP caleb_strategy_v3 [1] 0.004932 334.561242 -10.138219 40.552878 20.276439 NaN 30.414658 12906 MXP caleb_strategy_v3 [1] 0.004932 375.114119 -10.138219 -20.276439 -40.552878 NaN -30.414658 12908 MXP caleb_strategy_v3 [1] 0.004932 354.837681 -10.138219 20.276439 0.0 NaN 10.138219 12781 MXP caleb_strategy_v3 [1] 0.004932 212.902608 -10.138219 20.276439 0.0 NaN 10.138219 12910 MXP caleb_strategy_v3 [1] 0.004932 375.114119 -10.138219 121.658633 101.382194 NaN 111.520414 12912 MXP caleb_strategy_v3 [1] 0.004932 506.910972 -20.276439 40.552878 0.0 NaN 20.276439 12914 MXP caleb_strategy_v3 [1] 0.004932 537.325631 -10.138219 40.552878 20.276439 NaN 30.414658 12916 MXP caleb_strategy_v3 [1] 0.004932 588.016728 -20.276439 0.0 -40.552878 NaN -20.276439 12789 MXP caleb_strategy_v3 [1] 0.004932 223.040828 -20.276439 -60.829317 -101.382194 NaN -81.105756 12918 MXP caleb_strategy_v3 [1] 0.004932 577.878508 -10.138219 20.276439 0.0 NaN 10.138219 12920 MXP caleb_strategy_v3 [1] 0.004932 577.878508 -10.138219 20.276439 0.0 NaN 10.138219 12922 MXP caleb_strategy_v3 [1] 0.004932 598.154947 -10.138219 20.276439 0.0 NaN 10.138219 12924 MXP caleb_strategy_v3 [1] 0.004932 598.154947 -10.138219 -40.552878 -60.829317 NaN -50.691097 12797 MXP caleb_strategy_v3 [1] 0.004932 152.073292 -10.138219 20.276439 0.0 NaN 10.138219 12926 MXP caleb_strategy_v3 [1] 0.004932 557.602069 -10.138219 -60.829317 -81.105756 NaN -70.967536 12801 VIX caleb_strategy_v3 [-1] 5.151924 -145.576685 -48.525562 -97.051124 -194.102247 NaN -145.576685 12929 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12931 VIX caleb_strategy_v3 [-1] 5.151924 242.627809 -48.525562 -97.051124 -194.102247 NaN -145.576685 12933 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12935 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12808 VIX caleb_strategy_v3 [-1] 5.151924 -242.627809 -48.525562 97.051124 -0.0 NaN 48.525562 12937 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12815 VIX caleb_strategy_v3 [-1] 5.151924 -145.576685 -48.525562 -97.051124 -194.102247 NaN -145.576685 12819 VIX caleb_strategy_v3 [-1] 5.151924 -242.627809 -48.525562 97.051124 -0.0 NaN 48.525562 12823 VIX caleb_strategy_v3 [-1] 5.151924 -242.627809 -48.525562 97.051124 -0.0 NaN 48.525562 12827 VIX caleb_strategy_v3 [-1] 5.151924 -145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12831 VIX caleb_strategy_v3 [-1] 5.151924 -48.525562 -48.525562 -97.051124 -194.102247 NaN -145.576685 12834 VIX caleb_strategy_v3 [-1] 5.151924 -97.051124 -97.051124 -0.0 -194.102247 NaN -97.051124 12837 VIX caleb_strategy_v3 [-1] 5.151924 -145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12840 VIX caleb_strategy_v3 [-1] 5.151924 -48.525562 -48.525562 -0.0 -97.051124 NaN -48.525562 12842 VIX caleb_strategy_v3 [-1] 5.151924 -48.525562 -48.525562 97.051124 -0.0 NaN 48.525562 12844 VIX caleb_strategy_v3 [-1] 5.151924 -48.525562 -48.525562 97.051124 -0.0 NaN 48.525562 12846 VIX caleb_strategy_v3 [-1] 5.151924 48.525562 -48.525562 -97.051124 -194.102247 NaN -145.576685 12848 VIX caleb_strategy_v3 [-1] 5.151924 -48.525562 -48.525562 97.051124 -0.0 NaN 48.525562 12850 VIX caleb_strategy_v3 [-1] 5.151924 48.525562 -48.525562 -97.051124 -194.102247 NaN -145.576685 12852 VIX caleb_strategy_v3 [-1] 5.151924 -48.525562 -48.525562 97.051124 -0.0 NaN 48.525562 12860 VIX caleb_strategy_v3 [-1] 5.151924 48.525562 -48.525562 97.051124 -0.0 NaN 48.525562 12866 VIX caleb_strategy_v3 [-1] 5.151924 97.051124 -97.051124 -0.0 -194.102247 NaN -97.051124 12871 VIX caleb_strategy_v3 [-1] 5.151924 48.525562 -48.525562 97.051124 -0.0 NaN 48.525562 12876 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12881 VIX caleb_strategy_v3 [-1] 5.151924 242.627809 -48.525562 -97.051124 -194.102247 NaN -145.576685 12886 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12890 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12893 VIX caleb_strategy_v3 [-1] 5.151924 242.627809 -48.525562 -97.051124 -194.102247 NaN -145.576685 12895 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12897 VIX caleb_strategy_v3 [-1] 5.151924 194.102247 -97.051124 97.051124 -97.051124 NaN 0.0 12899 VIX caleb_strategy_v3 [-1] 5.151924 242.627809 -48.525562 -0.0 NaN NaN -48.525562 12901 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12903 VIX caleb_strategy_v3 [-1] 5.151924 242.627809 -48.525562 -97.051124 -194.102247 NaN -145.576685 12905 VIX caleb_strategy_v3 [-1] 5.151924 242.627809 -48.525562 -97.051124 -194.102247 NaN -145.576685 12907 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12909 VIX caleb_strategy_v3 [-1] 5.151924 242.627809 -48.525562 -97.051124 -194.102247 NaN -145.576685 12911 VIX caleb_strategy_v3 [-1] 5.151924 242.627809 -48.525562 -97.051124 -194.102247 NaN -145.576685 12785 VIX caleb_strategy_v3 [-1] 5.151924 -145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12913 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12915 VIX caleb_strategy_v3 [-1] 5.151924 242.627809 -48.525562 -97.051124 -194.102247 NaN -145.576685 12921 VIX caleb_strategy_v3 [-1] 5.151924 -48.525562 -48.525562 97.051124 -0.0 NaN 48.525562 12917 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 12919 VIX caleb_strategy_v3 [-1] 5.151924 48.525562 -48.525562 -97.051124 -194.102247 NaN -145.576685 12793 VIX caleb_strategy_v3 [-1] 5.151924 -48.525562 -48.525562 -97.051124 -194.102247 NaN -145.576685 12923 VIX caleb_strategy_v3 [-1] 5.151924 48.525562 -48.525562 97.051124 -0.0 NaN 48.525562 12925 VIX caleb_strategy_v3 [-1] 5.151924 48.525562 -48.525562 97.051124 -0.0 NaN 48.525562 12927 VIX caleb_strategy_v3 [-1] 5.151924 145.576685 -48.525562 97.051124 -0.0 NaN 48.525562 ========================================================================================================================================================================= Slippage (In base currency) ========================================================================================================================================================================= instrument_code strategy_name trade value_of_price_point delay_cash bid_ask_cash execution_cash versus_limit_cash versus_parent_limit_cash total_trading_cash 12736 NIKKEI caleb_strategy_v3 [-1] 0.637576 -173.739512 -1.59394 3.187881 -0.0 NaN 1.59394 12737 NIKKEI caleb_strategy_v3 [-1] 0.637576 -173.739512 -1.59394 -3.187881 -6.375762 NaN -4.781821 12739 DAX caleb_strategy_v3 [1] 1.08205 27.05125 -1.08205 0.0 -2.1641 NaN -1.08205 12738 EUROSTX caleb_strategy_v3 [1] 10.8205 48.69225 -5.41025 -10.8205 -21.641 NaN -16.23075 12740 EUROSTX caleb_strategy_v3 [1] 10.8205 37.87175 -5.41025 32.4615 21.641 NaN 27.05125 12741 EUROSTX caleb_strategy_v3 [1] 10.8205 70.33325 -5.41025 10.8205 0.0 NaN 5.41025 12742 EUROSTX caleb_strategy_v3 [1] 10.8205 81.15375 -5.41025 -10.8205 -21.641 NaN -16.23075 12743 EUROSTX caleb_strategy_v3 [1] 10.8205 70.33325 -5.41025 21.641 10.8205 NaN 16.23075 12744 EUROSTX caleb_strategy_v3 [1] 10.8205 91.97425 -5.41025 -10.8205 -21.641 NaN -16.23075 12745 EUROSTX caleb_strategy_v3 [1] 10.8205 81.15375 -5.41025 -10.8205 -21.641 NaN -16.23075 12746 EUROSTX caleb_strategy_v3 [1] 10.8205 70.33325 -5.41025 -10.8205 -21.641 NaN -16.23075 12747 EUROSTX caleb_strategy_v3 [1] 10.8205 59.51275 -5.41025 -10.8205 -21.641 NaN -16.23075 12748 EUROSTX caleb_strategy_v3 [1] 10.8205 48.69225 -5.41025 -21.641 -32.4615 NaN -27.05125 12749 EUROSTX caleb_strategy_v3 [1] 10.8205 27.05125 -5.41025 21.641 10.8205 NaN 16.23075 12750 EUROSTX caleb_strategy_v3 [1] 10.8205 48.69225 -5.41025 -10.8205 -21.641 NaN -16.23075 12751 EUROSTX caleb_strategy_v3 [1] 10.8205 37.87175 -5.41025 10.8205 0.0 NaN 5.41025 12752 EUROSTX caleb_strategy_v3 [1] 10.8205 37.87175 -5.41025 -21.641 -32.4615 NaN -27.05125 12753 EUROSTX caleb_strategy_v3 [1] 10.8205 16.23075 -5.41025 -10.8205 -21.641 NaN -16.23075 12754 EURIBOR-ICE caleb_strategy_v3 [-1] 2705.125 -47.339687 -6.762812 -0.0 -13.525625 NaN -6.762812 12755 EURIBOR-ICE caleb_strategy_v3 [-1] 2705.125 -47.339687 -6.762812 -13.525625 -27.05125 NaN -20.288438 12756 EURIBOR-ICE caleb_strategy_v3 [-1] 2705.125 -60.865312 -6.762813 13.525625 -0.0 NaN 6.762812 12757 EURIBOR-ICE caleb_strategy_v3 [-1] 2705.125 -54.1025 -13.525625 -0.0 -27.05125 NaN -13.525625 12758 EURIBOR-ICE caleb_strategy_v3 [-1] 2705.125 -60.865312 -6.762813 13.525625 -0.0 NaN 6.762812 12759 EURIBOR-ICE caleb_strategy_v3 [-1] 2705.125 -47.339687 -6.762812 -13.525625 -27.05125 NaN -20.288438 12760 EURIBOR-ICE caleb_strategy_v3 [-1] 2705.125 -60.865312 -6.762813 -13.525625 -27.05125 NaN -20.288438 12761 EURIBOR-ICE caleb_strategy_v3 [-1] 2705.125 -74.390938 -6.762812 13.525625 -0.0 NaN 6.762812 12762 ROBUSTA caleb_strategy_v3 [1] 10.0 -685.0 -25.0 0.0 -50.0 NaN -25.0 12765 CRUDE_W caleb_strategy_v3 [1] 1000.0 -520.0 -10.0 -30.0 -50.0 NaN -40.0 12768 PLAT caleb_strategy_v3 [1] 50.0 -1162.5 -7.5 0.0 -15.0 NaN -7.5 12763 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -56.25 -6.25 12.5 -0.0 NaN 6.25 12771 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -50.0 -12.5 12.5 -12.5 NaN 0.0 12772 SUGAR11 caleb_strategy_v3 [-1] 1120.0 168.0 -11.2 -0.0 -22.4 NaN -11.2 12764 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -179.2 -0.0 358.4 NaN NaN 358.4 12773 HEATOIL caleb_strategy_v3 [-1] 42000.0 529.2 -12.6 -163.8 -189.0 NaN -176.4 12766 HEATOIL caleb_strategy_v3 [-1] 42000.0 543.9 -10.5 -16.8 -37.8 NaN -27.3 12774 GOLD_micro caleb_strategy_v3 [-1] 10.0 144.0 -1.0 5.0 3.0 NaN 4.0 12767 GOLD_micro caleb_strategy_v3 [-1] 10.0 146.5 -0.5 -3.0 -4.0 NaN -3.5 12776 OJ caleb_strategy_v3 [1] 150.0 1833.75 -311.25 -15.0 -637.5 NaN -326.25 12770 OJ caleb_strategy_v3 [1] 150.0 1770.0 -375.0 127.5 -622.5 NaN -247.5 12769 COPPER caleb_strategy_v3 [1] 25000.0 -175.0 -12.5 25.0 0.0 NaN 12.5 12777 COPPER caleb_strategy_v3 [1] 25000.0 -162.5 -12.5 -75.0 -100.0 NaN -87.5 12775 COPPER caleb_strategy_v3 [1] 25000.0 -181.25 -6.25 12.5 0.0 NaN 6.25 12791 CAD caleb_strategy_v3 [-1] 100000.0 230.0 -5.0 -0.0 -10.0 NaN -5.0 12799 CAD caleb_strategy_v3 [-1] 100000.0 227.5 -2.5 15.0 10.0 NaN 12.5 12783 CAD caleb_strategy_v3 [-1] 100000.0 227.5 -2.5 5.0 -0.0 NaN 2.5 12802 US10U caleb_strategy_v3 [-1] 1000.0 554.6875 -7.8125 15.625 -0.0 NaN 7.8125 12809 US10U caleb_strategy_v3 [-1] 1000.0 570.3125 -7.8125 15.625 -0.0 NaN 7.8125 12778 US10U caleb_strategy_v3 [-1] 1000.0 539.0625 -7.8125 15.625 -0.0 NaN 7.8125 12786 US10U caleb_strategy_v3 [-1] 1000.0 539.0625 -7.8125 15.625 -0.0 NaN 7.8125 12794 US10U caleb_strategy_v3 [-1] 1000.0 539.0625 -7.8125 15.625 -0.0 NaN 7.8125 12803 CHF caleb_strategy_v3 [-1] 125000.0 256.25 -6.25 -0.0 -12.5 NaN -6.25 12810 CHF caleb_strategy_v3 [-1] 125000.0 321.875 -3.125 -6.25 -12.5 NaN -9.375 12779 CHF caleb_strategy_v3 [-1] 125000.0 215.625 -3.125 -6.25 NaN NaN -9.375 12787 CHF caleb_strategy_v3 [-1] 125000.0 221.875 -3.125 -0.0 NaN NaN -3.125 12795 CHF caleb_strategy_v3 [-1] 125000.0 265.625 -3.125 6.25 -0.0 NaN 3.125 12806 JPY caleb_strategy_v3 [-1] 12500000.0 90.625 -3.125 18.75 12.5 NaN 15.625 12813 JPY caleb_strategy_v3 [-1] 12500000.0 103.125 -3.125 -6.25 -12.5 NaN -9.375 12782 JPY caleb_strategy_v3 [-1] 12500000.0 65.625 -3.125 6.25 -0.0 NaN 3.125 12790 JPY caleb_strategy_v3 [-1] 12500000.0 65.625 -3.125 18.75 12.5 NaN 15.625 12798 JPY caleb_strategy_v3 [-1] 12500000.0 84.375 -3.125 12.5 6.25 NaN 9.375 12800 RUSSELL caleb_strategy_v3 [-1] 5.0 42.0 -0.5 -0.5 -1.5 NaN -1.0 12807 RUSSELL caleb_strategy_v3 [-1] 5.0 41.5 -0.5 1.5 0.5 NaN 1.0 12814 RUSSELL caleb_strategy_v3 [-1] 5.0 42.5 -0.5 1.0 -0.0 NaN 0.5 12784 RUSSELL caleb_strategy_v3 [-1] 5.0 38.0 -0.5 -1.0 -2.0 NaN -1.5 12818 RUSSELL caleb_strategy_v3 [-1] 5.0 42.75 -0.25 0.5 -0.0 NaN 0.25 12822 RUSSELL caleb_strategy_v3 [-1] 5.0 43.5 -0.5 -28.0 -29.0 NaN -28.5 12792 RUSSELL caleb_strategy_v3 [-1] 5.0 36.75 -0.25 5.0 4.5 NaN 4.75 12826 RUSSELL caleb_strategy_v3 [-1] 5.0 15.25 -0.25 -1.0 NaN NaN -1.25 12830 RUSSELL caleb_strategy_v3 [-1] 5.0 11.5 -0.5 0.5 -0.5 NaN 0.0 12832 US5 caleb_strategy_v3 [-1] 1000.0 253.90625 -3.90625 7.813 0.0005 NaN 3.90675 12835 US5 caleb_strategy_v3 [-1] 1000.0 253.90625 -3.90625 7.813 0.0005 NaN 3.90675 12804 US5 caleb_strategy_v3 [-1] 1000.0 261.71875 -3.90625 7.8125 -0.0 NaN 3.90625 12838 US5 caleb_strategy_v3 [-1] 1000.0 253.90625 -3.90625 7.813 0.0005 NaN 3.90675 12811 US5 caleb_strategy_v3 [-1] 1000.0 269.53125 -3.90625 -7.812 -15.6245 NaN -11.71825 12780 US5 caleb_strategy_v3 [-1] 1000.0 253.90625 -3.90625 7.813 0.0005 NaN 3.90675 12816 US5 caleb_strategy_v3 [-1] 1000.0 261.71875 -3.90625 -7.8125 -15.625 NaN -11.71875 12788 US5 caleb_strategy_v3 [-1] 1000.0 253.90625 -3.90625 7.813 0.0005 NaN 3.90675 12820 US5 caleb_strategy_v3 [-1] 1000.0 253.90625 -3.90625 7.813 0.0005 NaN 3.90675 12824 US5 caleb_strategy_v3 [-1] 1000.0 253.90625 -3.90625 -7.812 -15.6245 NaN -11.71825 12796 US5 caleb_strategy_v3 [-1] 1000.0 253.90625 -3.90625 7.813 0.0005 NaN 3.90675 12828 US5 caleb_strategy_v3 [-1] 1000.0 246.09375 -3.90625 7.8125 -0.0 NaN 3.90625 12854 SOYBEAN caleb_strategy_v3 [-1] 50.0 156.25 -6.25 -0.0 -12.5 NaN -6.25 12859 REDWHEAT caleb_strategy_v3 [1] 50.0 -175.0 -12.5 12.5 -12.5 NaN 0.0 12862 SOYOIL caleb_strategy_v3 [-1] 600.0 84.0 -6.0 -0.0 NaN NaN -6.0 12855 SOYOIL caleb_strategy_v3 [-1] 600.0 -66.0 -0.0 150.0 NaN NaN 150.0 12864 LIVECOW caleb_strategy_v3 [1] 400.0 685.0 -215.0 -40.0 NaN NaN -255.0 12869 LIVECOW caleb_strategy_v3 [1] 400.0 470.0 -10.0 0.0 -20.0 NaN -10.0 12874 LIVECOW caleb_strategy_v3 [1] 400.0 450.0 -10.0 0.0 -20.0 NaN -10.0 12879 LIVECOW caleb_strategy_v3 [1] 400.0 510.0 -10.0 20.0 0.0 NaN 10.0 12884 LIVECOW caleb_strategy_v3 [1] 400.0 510.0 -10.0 0.0 -20.0 NaN -10.0 12857 LIVECOW caleb_strategy_v3 [1] 400.0 470.0 -10.0 10.0 -10.0 NaN 0.0 12867 LEANHOG caleb_strategy_v3 [-1] 400.0 -80.0 -10.0 -0.0 -20.0 NaN -10.0 12872 LEANHOG caleb_strategy_v3 [-1] 400.0 -295.0 205.0 -0.0 410.0 NaN 205.0 12877 LEANHOG caleb_strategy_v3 [-1] 400.0 -85.0 -5.0 -10.0 -20.0 NaN -15.0 12882 LEANHOG caleb_strategy_v3 [-1] 400.0 -300.0 200.0 -10.0 390.0 NaN 190.0 12853 LEANHOG caleb_strategy_v3 [-1] 400.0 -75.0 -5.0 -0.0 -10.0 NaN -5.0 12887 LEANHOG caleb_strategy_v3 [-1] 400.0 -100.0 -10.0 30.0 10.0 NaN 20.0 12861 LEANHOG caleb_strategy_v3 [-1] 400.0 -290.0 210.0 -10.0 410.0 NaN 200.0 12865 CORN caleb_strategy_v3 [-1] 50.0 106.25 -106.25 -0.0 -212.5 NaN -106.25 12870 CORN caleb_strategy_v3 [-1] 50.0 106.25 -106.25 12.5 -200.0 NaN -93.75 12875 CORN caleb_strategy_v3 [-1] 50.0 112.5 -100.0 25.0 -175.0 NaN -75.0 12880 CORN caleb_strategy_v3 [-1] 50.0 125.0 -87.5 -0.0 -175.0 NaN -87.5 12885 CORN caleb_strategy_v3 [-1] 50.0 125.0 -87.5 -12.5 -187.5 NaN -100.0 12889 CORN caleb_strategy_v3 [-1] 50.0 118.75 -93.75 -0.0 -187.5 NaN -93.75 12858 CORN caleb_strategy_v3 [-1] 50.0 18.75 -6.25 -12.5 -25.0 NaN -18.75 12892 CORN caleb_strategy_v3 [-1] 50.0 118.75 -93.75 -0.0 -187.5 NaN -93.75 12928 MXP caleb_strategy_v3 [1] 500000.0 122.5 -2.5 -5.0 -10.0 NaN -7.5 12930 MXP caleb_strategy_v3 [1] 500000.0 117.5 -2.5 30.0 25.0 NaN 27.5 12932 MXP caleb_strategy_v3 [1] 500000.0 147.5 -2.5 -10.0 -15.0 NaN -12.5 12805 MXP caleb_strategy_v3 [1] 500000.0 42.5 -2.5 -20.0 -25.0 NaN -22.5 12934 MXP caleb_strategy_v3 [1] 500000.0 137.5 -2.5 5.0 0.0 NaN 2.5 12936 MXP caleb_strategy_v3 [1] 500000.0 142.5 -2.5 -10.0 -15.0 NaN -12.5 12812 MXP caleb_strategy_v3 [1] 500000.0 22.5 -2.5 -10.0 -15.0 NaN -12.5 12817 MXP caleb_strategy_v3 [1] 500000.0 12.5 -2.5 -10.0 -15.0 NaN -12.5 12821 MXP caleb_strategy_v3 [1] 500000.0 2.5 -2.5 5.0 0.0 NaN 2.5 12825 MXP caleb_strategy_v3 [1] 500000.0 2.5 -2.5 15.0 10.0 NaN 12.5 12829 MXP caleb_strategy_v3 [1] 500000.0 17.5 -2.5 5.0 0.0 NaN 2.5 12833 MXP caleb_strategy_v3 [1] 500000.0 20.0 -5.0 -10.0 -20.0 NaN -15.0 12836 MXP caleb_strategy_v3 [1] 500000.0 7.5 -2.5 10.0 5.0 NaN 7.5 12839 MXP caleb_strategy_v3 [1] 500000.0 17.5 -2.5 -5.0 -10.0 NaN -7.5 12841 MXP caleb_strategy_v3 [1] 500000.0 12.5 -2.5 5.0 0.0 NaN 2.5 12843 MXP caleb_strategy_v3 [1] 500000.0 17.5 -2.5 10.0 5.0 NaN 7.5 12845 MXP caleb_strategy_v3 [1] 500000.0 27.5 -2.5 5.0 0.0 NaN 2.5 12847 MXP caleb_strategy_v3 [1] 500000.0 27.5 -2.5 5.0 0.0 NaN 2.5 12849 MXP caleb_strategy_v3 [1] 500000.0 32.5 -2.5 10.0 5.0 NaN 7.5 12851 MXP caleb_strategy_v3 [1] 500000.0 42.5 -2.5 10.0 5.0 NaN 7.5 12856 MXP caleb_strategy_v3 [1] 500000.0 55.0 -5.0 15.0 5.0 NaN 10.0 12863 MXP caleb_strategy_v3 [1] 500000.0 67.5 -2.5 10.0 5.0 NaN 7.5 12868 MXP caleb_strategy_v3 [1] 500000.0 80.0 -5.0 10.0 0.0 NaN 5.0 12873 MXP caleb_strategy_v3 [1] 500000.0 85.0 -5.0 10.0 0.0 NaN 5.0 12878 MXP caleb_strategy_v3 [1] 500000.0 92.5 -2.5 -10.0 -15.0 NaN -12.5 12883 MXP caleb_strategy_v3 [1] 500000.0 82.5 -2.5 -5.0 -10.0 NaN -7.5 12888 MXP caleb_strategy_v3 [1] 500000.0 77.5 -2.5 -20.0 -25.0 NaN -22.5 12891 MXP caleb_strategy_v3 [1] 500000.0 60.0 -5.0 10.0 0.0 NaN 5.0 12894 MXP caleb_strategy_v3 [1] 500000.0 67.5 -2.5 -5.0 -10.0 NaN -7.5 12896 MXP caleb_strategy_v3 [1] 500000.0 62.5 -2.5 10.0 5.0 NaN 7.5 12898 MXP caleb_strategy_v3 [1] 500000.0 72.5 -2.5 10.0 5.0 NaN 7.5 12900 MXP caleb_strategy_v3 [1] 500000.0 82.5 -2.5 -5.0 -10.0 NaN -7.5 12902 MXP caleb_strategy_v3 [1] 500000.0 77.5 -2.5 5.0 0.0 NaN 2.5 12904 MXP caleb_strategy_v3 [1] 500000.0 82.5 -2.5 10.0 5.0 NaN 7.5 12906 MXP caleb_strategy_v3 [1] 500000.0 92.5 -2.5 -5.0 -10.0 NaN -7.5 12908 MXP caleb_strategy_v3 [1] 500000.0 87.5 -2.5 5.0 0.0 NaN 2.5 12781 MXP caleb_strategy_v3 [1] 500000.0 52.5 -2.5 5.0 0.0 NaN 2.5 12910 MXP caleb_strategy_v3 [1] 500000.0 92.5 -2.5 30.0 25.0 NaN 27.5 12912 MXP caleb_strategy_v3 [1] 500000.0 125.0 -5.0 10.0 0.0 NaN 5.0 12914 MXP caleb_strategy_v3 [1] 500000.0 132.5 -2.5 10.0 5.0 NaN 7.5 12916 MXP caleb_strategy_v3 [1] 500000.0 145.0 -5.0 0.0 -10.0 NaN -5.0 12789 MXP caleb_strategy_v3 [1] 500000.0 55.0 -5.0 -15.0 -25.0 NaN -20.0 12918 MXP caleb_strategy_v3 [1] 500000.0 142.5 -2.5 5.0 0.0 NaN 2.5 12920 MXP caleb_strategy_v3 [1] 500000.0 142.5 -2.5 5.0 0.0 NaN 2.5 12922 MXP caleb_strategy_v3 [1] 500000.0 147.5 -2.5 5.0 0.0 NaN 2.5 12924 MXP caleb_strategy_v3 [1] 500000.0 147.5 -2.5 -10.0 -15.0 NaN -12.5 12797 MXP caleb_strategy_v3 [1] 500000.0 37.5 -2.5 5.0 0.0 NaN 2.5 12926 MXP caleb_strategy_v3 [1] 500000.0 137.5 -2.5 -15.0 -20.0 NaN -17.5 12801 VIX caleb_strategy_v3 [-1] 1000.0 -75.0 -25.0 -50.0 -100.0 NaN -75.0 12929 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12931 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -50.0 -100.0 NaN -75.0 12933 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12935 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12808 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 50.0 -0.0 NaN 25.0 12937 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12815 VIX caleb_strategy_v3 [-1] 1000.0 -75.0 -25.0 -50.0 -100.0 NaN -75.0 12819 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 50.0 -0.0 NaN 25.0 12823 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 50.0 -0.0 NaN 25.0 12827 VIX caleb_strategy_v3 [-1] 1000.0 -75.0 -25.0 50.0 -0.0 NaN 25.0 12831 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 -50.0 -100.0 NaN -75.0 12834 VIX caleb_strategy_v3 [-1] 1000.0 -50.0 -50.0 -0.0 -100.0 NaN -50.0 12837 VIX caleb_strategy_v3 [-1] 1000.0 -75.0 -25.0 50.0 -0.0 NaN 25.0 12840 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 -0.0 -50.0 NaN -25.0 12842 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 50.0 -0.0 NaN 25.0 12844 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 50.0 -0.0 NaN 25.0 12846 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 -50.0 -100.0 NaN -75.0 12848 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 50.0 -0.0 NaN 25.0 12850 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 -50.0 -100.0 NaN -75.0 12852 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 50.0 -0.0 NaN 25.0 12860 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 50.0 -0.0 NaN 25.0 12866 VIX caleb_strategy_v3 [-1] 1000.0 50.0 -50.0 -0.0 -100.0 NaN -50.0 12871 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 50.0 -0.0 NaN 25.0 12876 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12881 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -50.0 -100.0 NaN -75.0 12886 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12890 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12893 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -50.0 -100.0 NaN -75.0 12895 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12897 VIX caleb_strategy_v3 [-1] 1000.0 100.0 -50.0 50.0 -50.0 NaN 0.0 12899 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -0.0 NaN NaN -25.0 12901 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12903 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -50.0 -100.0 NaN -75.0 12905 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -50.0 -100.0 NaN -75.0 12907 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12909 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -50.0 -100.0 NaN -75.0 12911 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -50.0 -100.0 NaN -75.0 12785 VIX caleb_strategy_v3 [-1] 1000.0 -75.0 -25.0 50.0 -0.0 NaN 25.0 12913 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12915 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -50.0 -100.0 NaN -75.0 12921 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 50.0 -0.0 NaN 25.0 12917 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 12919 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 -50.0 -100.0 NaN -75.0 12793 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 -50.0 -100.0 NaN -75.0 12923 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 50.0 -0.0 NaN 25.0 12925 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 50.0 -0.0 NaN 25.0 12927 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 50.0 -0.0 NaN 25.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAD 685.0 CHF 1281.25 COPPER -518.75 CORN 831.25 CRUDE_W -520.0 DAX 27.05125 EURIBOR-ICE -453.108437 EUROSTX 827.76825 GAS_US_mini -106.25 GOLD_micro 290.5 HEATOIL 1073.1 JPY 409.375 LEANHOG -1225.0 LIVECOW 3095.0 MXP 3555.0 NIKKEI -347.479024 OJ 3603.75 PLAT -1162.5 REDWHEAT -175.0 ROBUSTA -685.0 RUSSELL 313.75 SOYBEAN 156.25 SOYOIL 18.0 SUGAR11 -11.2 US10U 2742.1875 US5 3070.3125 VIX 1425.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 18200.257039 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAD -10.0 CHF -18.75 COPPER -31.25 CORN -681.25 CRUDE_W -10.0 DAX -1.08205 EURIBOR-ICE -60.865313 EUROSTX -81.15375 GAS_US_mini -18.75 GOLD_micro -1.5 HEATOIL -23.1 JPY -15.625 LEANHOG 585.0 LIVECOW -265.0 MXP -140.0 NIKKEI -3.187881 OJ -686.25 PLAT -7.5 REDWHEAT -12.5 ROBUSTA -25.0 RUSSELL -3.75 SOYBEAN -6.25 SOYOIL -6.0 SUGAR11 -11.2 US10U -39.0625 US5 -46.875 VIX -1275.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -2895.901493 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAD 20.0 CHF -6.25 COPPER -37.5 CORN 12.5 CRUDE_W -30.0 DAX 0.0 EURIBOR-ICE 0.0 EUROSTX -32.4615 GAS_US_mini 25.0 GOLD_micro 2.0 HEATOIL -180.6 JPY 50.0 LEANHOG 0.0 LIVECOW -10.0 MXP 115.0 NIKKEI 0.0 OJ 112.5 PLAT 0.0 REDWHEAT 12.5 ROBUSTA 0.0 RUSSELL -22.0 SOYBEAN -0.0 SOYOIL 150.0 SUGAR11 358.4 US10U 78.125 US5 46.8795 VIX 700.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1364.093 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0.0 CHF -25.0 COPPER -100.0 CORN -1350.0 CRUDE_W -50.0 DAX -2.1641 EURIBOR-ICE -121.730625 EUROSTX -194.769 GAS_US_mini -12.5 GOLD_micro -1.0 HEATOIL -226.8 JPY 18.75 LEANHOG 1170.0 LIVECOW -70.0 MXP -165.0 NIKKEI -6.375762 OJ -1260.0 PLAT -15.0 REDWHEAT -12.5 ROBUSTA -50.0 RUSSELL -28.0 SOYBEAN -12.5 SOYOIL 0 SUGAR11 -22.4 US10U -0.0 US5 -46.8705 VIX -1800.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -4383.859987 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0 CHF 0 COPPER 0 CORN 0 CRUDE_W 0 DAX 0 EURIBOR-ICE 0 EUROSTX 0 GAS_US_mini 0 GOLD_micro 0 HEATOIL 0 JPY 0 LEANHOG 0 LIVECOW 0 MXP 0 NIKKEI 0 OJ 0 PLAT 0 REDWHEAT 0 ROBUSTA 0 RUSSELL 0 SOYBEAN 0 SOYOIL 0 SUGAR11 0 US10U 0 US5 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 CAD 10.0 CHF -25.0 COPPER -68.75 CORN -668.75 CRUDE_W -40.0 DAX -1.08205 EURIBOR-ICE -60.865313 EUROSTX -113.61525 GAS_US_mini 6.25 GOLD_micro 0.5 HEATOIL -203.7 JPY 34.375 LEANHOG 585.0 LIVECOW -275.0 MXP -25.0 NIKKEI -3.187881 OJ -573.75 PLAT -7.5 REDWHEAT 0.0 ROBUSTA -25.0 RUSSELL -25.75 SOYBEAN -6.25 SOYOIL 144.0 SUGAR11 347.2 US10U 39.0625 US5 0.0045 VIX -575.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -1531.808493 ******************************************************************************** END OF REPORT ********************************************************************************